+138.0%
ARMK vs UEC
+908.7%
-770.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.9% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +2.4% | +1.9% | +0.4% | +1.9% |
| 3M | +6.1% | +8.9% | -2.9% | +4.3% |
| 6M | +41.8% | -14.5% | +56.2% | +41.6% |
| YTD | +55.5% | -0.7% | +56.2% | +51.3% |
| 1Y | +49.6% | -4.1% | +53.6% | +44.1% |
| 3Y | +122.8% | +148.9% | -26.2% | +80.6% |
| 5Y | +151.0% | +300.0% | -149.0% | +75.3% |
| 10Y | +138.0% | +994.3% | -856.4% | +26.6% |
| All | +138.0% | +908.7% | -770.7% | +26.6% |
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 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