+130.6%
ARMK vs UEC
+616.1%
-485.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | +2.7% | -3.8% | +6.4% | +3.1% |
| 30D | -1.5% | -13.5% | +12.0% | 0.0% |
| 3M | -11.6% | -40.5% | +28.9% | -6.8% |
| 6M | +6.7% | -56.7% | +63.4% | +15.4% |
| YTD | +47.4% | -43.0% | +90.4% | +52.1% |
| 1Y | +41.5% | -42.5% | +84.0% | +45.2% |
| 3Y | +95.5% | +11.6% | +84.0% | +74.2% |
| 5Y | +108.4% | +21.8% | +86.6% | +70.5% |
| All | +130.6% | +616.1% | -485.5% | +30.3% |
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