-1.2%
AVAV vs UEC
+28.2%
-29.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +9.9% | +0.6% | +9.3% | +10.0% |
| 30D | -5.4% | -18.1% | +12.7% | -0.2% |
| 3M | -36.5% | -36.9% | +0.4% | -28.8% |
| 6M | -25.3% | -56.1% | +30.8% | -9.4% |
| YTD | -48.6% | -38.1% | -10.5% | -42.6% |
| 1Y | -62.1% | -41.7% | -20.4% | -57.1% |
| All | -1.2% | +28.2% | -29.4% | -11.6% |
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 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