+8.5%
AVTR vs UEC
+412.8%
-404.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +0.5% | +0.6% | 0.0% | +0.4% |
| 30D | +1.5% | -18.1% | +19.7% | +3.5% |
| 3M | +14.2% | -36.9% | +51.1% | +19.4% |
| 6M | +97.4% | -56.1% | +153.5% | +112.8% |
| YTD | +37.3% | -38.1% | +75.4% | +40.6% |
| 1Y | +36.8% | -41.7% | +78.5% | +40.2% |
| 3Y | -15.2% | +28.2% | -43.4% | -26.6% |
| 5Y | -59.2% | +31.7% | -90.9% | -67.4% |
| All | +8.5% | +412.8% | -404.3% | -54.4% |
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