+94.0%
ARMK vs UEC
+19.3%
+74.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.8% | -2.3% | +4.1% |
| 7D | -2.6% | -10.2% | +7.6% | -2.1% |
| 30D | -5.2% | -26.9% | +21.7% | -3.8% |
| 3M | -6.5% | -35.7% | +29.2% | -4.7% |
| 6M | +15.3% | -56.1% | +71.4% | +19.1% |
| YTD | +43.6% | -40.8% | +84.3% | +44.9% |
| 1Y | +42.1% | -43.4% | +85.4% | +43.4% |
| 3Y | +94.0% | +25.4% | +68.6% | +78.7% |
| All | +94.0% | +19.3% | +74.7% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling