+130.3%
ARMK vs UEC
+631.2%
-500.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.8% |
| 7D | +7.1% | +4.9% | +2.2% | +6.5% |
| 30D | -1.6% | -17.5% | +15.8% | +0.4% |
| 3M | -10.5% | -40.1% | +29.6% | -5.8% |
| 6M | +11.8% | -56.1% | +67.9% | +20.7% |
| YTD | +47.3% | -41.8% | +89.0% | +51.6% |
| 1Y | +41.5% | -44.8% | +86.3% | +45.9% |
| 3Y | +95.3% | +20.6% | +74.8% | +72.3% |
| 5Y | +108.1% | +24.3% | +83.8% | +69.9% |
| All | +130.3% | +631.2% | -500.8% | +29.9% |
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 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