+7.2%
AVTR vs UEC
+372.3%
-365.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.3% |
| 7D | +0.5% | -3.8% | +4.2% | +0.8% |
| 30D | -1.0% | -13.5% | +12.5% | +0.4% |
| 3M | +12.2% | -40.5% | +52.7% | +18.0% |
| 6M | +97.5% | -56.7% | +154.1% | +113.1% |
| YTD | +35.6% | -43.0% | +78.6% | +40.1% |
| 1Y | +32.8% | -42.5% | +75.4% | +36.3% |
| 3Y | -16.5% | +11.6% | -28.1% | -26.5% |
| 5Y | -59.1% | +21.8% | -80.9% | -67.1% |
| All | +7.2% | +372.3% | -365.2% | -54.6% |
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