-26.4%
ARM vs UEC
-53.3%
+26.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.8% | -2.1% | +0.7% |
| 7D | -15.2% | -10.2% | -5.0% | -9.4% |
| 30D | -40.7% | -26.9% | -13.8% | -29.1% |
| 3M | -39.1% | -35.7% | -3.4% | -24.0% |
| 6M | -26.4% | -56.1% | +29.7% | +5.9% |
| All | -26.4% | -53.3% | +26.9% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling