-24.6%
AVTR vs UEC
+156.3%
-180.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.2% | +1.8% |
| 7D | +7.4% | +2.6% | +4.8% | +7.3% |
| 30D | +12.2% | +5.6% | +6.6% | +12.0% |
| 3M | +57.4% | -5.7% | +63.1% | +57.5% |
| 6M | +86.7% | -8.0% | +94.7% | +86.5% |
| YTD | +33.1% | +1.8% | +31.3% | +32.9% |
| 1Y | +16.1% | +0.6% | +15.6% | +14.9% |
| 3Y | -24.6% | +155.2% | -179.8% | -29.8% |
| All | -24.6% | +156.3% | -180.9% | -29.8% |
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 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