+149.1%
ARMK vs UEC
+278.7%
-129.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +1.2% |
| 7D | +1.7% | +2.6% | -0.9% | +1.5% |
| 30D | +3.1% | +5.6% | -2.5% | +2.5% |
| 3M | +9.2% | -5.7% | +14.9% | +9.1% |
| 6M | +43.7% | -8.0% | +51.7% | +42.7% |
| YTD | +57.4% | +1.8% | +55.6% | +54.0% |
| 1Y | +51.9% | +0.6% | +51.3% | +47.2% |
| 3Y | +125.4% | +155.2% | -29.8% | +91.3% |
| 5Y | +149.1% | +305.8% | -156.7% | +102.8% |
| All | +149.1% | +278.7% | -129.6% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling