+228.9%
ARM vs UEC
+19.3%
+209.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.8% | -2.1% | +2.4% |
| 7D | -15.2% | -10.2% | -5.0% | -11.8% |
| 30D | -40.7% | -26.9% | -13.8% | -33.9% |
| 3M | -39.1% | -35.7% | -3.4% | -29.9% |
| 6M | -26.4% | -56.1% | +29.7% | -6.0% |
| YTD | +59.7% | -40.8% | +100.5% | +82.1% |
| 1Y | +10.3% | -43.4% | +53.7% | +26.2% |
| 3Y | +228.9% | +25.4% | +203.5% | +180.6% |
| All | +228.9% | +19.3% | +209.5% | +180.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling