+185.4%
ARM vs UEC
+37.9%
+147.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.9% | +3.3% | -0.5% |
| 7D | -10.4% | -5.2% | -5.2% | -8.5% |
| 30D | -31.8% | -22.0% | -9.9% | -25.7% |
| 3M | -32.2% | -37.0% | +4.8% | -21.4% |
| 6M | -14.9% | -52.7% | +37.8% | +6.4% |
| YTD | +66.0% | -38.6% | +104.6% | +87.0% |
| 1Y | +17.2% | -44.6% | +61.8% | +34.8% |
| 3Y | +247.2% | +27.1% | +220.1% | +157.8% |
| All | +185.4% | +37.9% | +147.5% | +106.3% |
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