+2.6%
AVTR vs UEC
+681.6%
-678.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.6% |
| 7D | -2.0% | -4.3% | +2.2% | -1.6% |
| 30D | +8.1% | -3.8% | +11.9% | +8.3% |
| 3M | +54.2% | +17.0% | +37.2% | +50.6% |
| 6M | +82.6% | -23.9% | +106.5% | +85.1% |
| YTD | +29.8% | -5.7% | +35.5% | +27.5% |
| 1Y | +18.0% | -12.5% | +30.5% | +14.9% |
| 3Y | -26.4% | +136.5% | -162.9% | -40.9% |
| 5Y | -64.8% | +243.3% | -308.1% | -75.6% |
| All | +2.6% | +681.6% | -678.9% | -58.7% |
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 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