-44.7%
UEC vs ABCL
+138.2%
-182.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.2% |
| 7D | -13.8% | -10.0% | -3.8% | -10.9% |
| 30D | -23.1% | -10.9% | -12.2% | -20.5% |
| 3M | -31.5% | +101.6% | -133.2% | -48.8% |
| 6M | -51.5% | +167.5% | -219.0% | -70.1% |
| YTD | -38.4% | +259.1% | -297.5% | -67.6% |
| 1Y | -44.7% | +152.2% | -196.8% | -64.9% |
| All | -44.7% | +138.2% | -182.9% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling