+378.0%
UEC vs ABCL
-79.6%
+457.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.8% |
| 7D | -5.2% | +2.3% | -7.5% | -5.5% |
| 30D | -22.0% | -0.7% | -21.3% | -21.8% |
| 3M | -37.0% | +33.4% | -70.4% | -41.4% |
| 6M | -52.7% | +137.8% | -190.5% | -62.5% |
| YTD | -38.6% | +264.3% | -302.9% | -55.9% |
| 1Y | -44.6% | +209.2% | -253.8% | -58.8% |
| 3Y | +27.1% | +208.4% | -181.3% | -14.0% |
| 5Y | +37.9% | -11.9% | +49.8% | +14.3% |
| All | +378.0% | -79.6% | +457.6% | +274.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling