-15.5%
AVTR vs UEC
+28.2%
-43.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | +0.5% | +0.6% | 0.0% | +0.5% |
| 30D | +1.5% | -18.1% | +19.7% | +2.0% |
| 3M | +14.2% | -36.9% | +51.1% | +15.6% |
| 6M | +97.4% | -56.1% | +153.5% | +101.6% |
| YTD | +37.3% | -38.1% | +75.4% | +38.9% |
| 1Y | +36.8% | -41.7% | +78.5% | +38.4% |
| All | -15.5% | +28.2% | -43.7% | -20.2% |
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