+40.3%
ARMK vs UEC
-46.3%
+86.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.9% | +0.7% | -3.9% |
| 7D | -5.8% | -13.8% | +8.0% | -5.2% |
| 30D | -5.3% | -23.1% | +17.9% | -4.4% |
| 3M | -6.7% | -31.5% | +24.8% | -5.6% |
| 6M | +17.4% | -51.5% | +68.9% | +19.2% |
| YTD | +43.0% | -38.4% | +81.5% | +42.6% |
| 1Y | +40.3% | -44.7% | +85.0% | +40.1% |
| All | +40.3% | -46.3% | +86.7% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling