+3.2%
AVTR vs UEC
+718.4%
-715.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +2.7% | -6.9% | +9.6% | +3.5% |
| 30D | +12.1% | +7.6% | +4.4% | +10.9% |
| 3M | +57.2% | -18.4% | +75.6% | +59.5% |
| 6M | +73.1% | -23.3% | +96.3% | +75.2% |
| YTD | +30.6% | -1.2% | +31.8% | +27.6% |
| 1Y | +13.5% | +2.3% | +11.2% | +8.4% |
| 3Y | -31.0% | +162.3% | -193.3% | -45.3% |
| 5Y | -63.2% | +287.2% | -350.5% | -74.9% |
| All | +3.2% | +718.4% | -715.2% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling