+129.4%
ARMK vs UEC
+765.9%
-636.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.1% | -5.9% | +3.0% |
| 7D | +0.9% | +1.5% | -0.5% | +0.7% |
| 30D | -0.4% | -17.1% | +16.7% | +1.6% |
| 3M | -2.0% | -32.3% | +30.4% | +1.8% |
| 6M | +22.0% | -49.7% | +71.7% | +29.5% |
| YTD | +49.6% | -34.8% | +84.4% | +52.1% |
| 1Y | +46.4% | -37.5% | +83.9% | +48.8% |
| 3Y | +103.2% | +37.1% | +66.2% | +76.8% |
| 5Y | +108.1% | +44.3% | +63.8% | +67.1% |
| 10Y | +129.4% | +737.4% | -607.9% | +29.3% |
| All | +129.4% | +765.9% | -636.5% | +29.3% |
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