+132.6%
ARMK vs UEC
+696.7%
-564.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | -0.3% |
| 7D | -0.7% | -5.2% | +4.4% | -0.2% |
| 30D | -1.3% | -22.0% | +20.7% | +1.3% |
| 3M | -2.5% | -37.0% | +34.5% | +2.1% |
| 6M | +20.8% | -52.7% | +73.5% | +29.2% |
| YTD | +48.2% | -38.6% | +86.8% | +51.7% |
| 1Y | +45.7% | -44.6% | +90.3% | +50.3% |
| 3Y | +96.6% | +27.1% | +69.4% | +72.4% |
| 5Y | +106.6% | +37.9% | +68.7% | +66.4% |
| 10Y | +132.6% | +631.6% | -499.1% | +29.6% |
| All | +132.6% | +696.7% | -564.1% | +29.6% |
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