+193.0%
ARM vs UEC
+46.5%
+146.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.1% | -3.4% | +3.2% |
| 7D | -5.3% | +1.5% | -6.8% | -5.6% |
| 30D | -30.0% | -17.1% | -13.0% | -25.3% |
| 3M | -34.1% | -32.3% | -1.7% | -25.4% |
| 6M | -12.6% | -49.7% | +37.1% | +7.0% |
| YTD | +70.4% | -34.8% | +105.2% | +88.0% |
| 1Y | +22.3% | -37.5% | +59.8% | +35.3% |
| 3Y | +261.2% | +37.1% | +224.1% | +160.9% |
| All | +193.0% | +46.5% | +146.4% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling