+199.6%
ARM vs UEC
+28.1%
+171.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.6% | -3.9% |
| 7D | +9.1% | -3.8% | +12.9% | +10.6% |
| 30D | -19.9% | -13.5% | -6.4% | -15.4% |
| 3M | -31.6% | -40.5% | +8.9% | -19.1% |
| 6M | -13.9% | -56.7% | +42.8% | +11.2% |
| YTD | +74.3% | -43.0% | +117.3% | +101.4% |
| 1Y | +35.8% | -42.5% | +78.3% | +54.9% |
| 3Y | +268.6% | +11.6% | +257.0% | +188.0% |
| All | +199.6% | +28.1% | +171.5% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling