+0.6%
UEC vs ABCL
+171.1%
-170.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +2.6% | +1.4% | +1.2% | +2.1% |
| 30D | +5.6% | +65.1% | -59.5% | -11.2% |
| 3M | -5.7% | +111.1% | -116.8% | -29.2% |
| 6M | -8.0% | +231.6% | -239.6% | -42.8% |
| YTD | +1.8% | +234.5% | -232.7% | -36.6% |
| 1Y | +0.6% | +174.3% | -173.7% | -29.3% |
| All | +0.6% | +171.1% | -170.5% | -29.3% |
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