+144.5%
UEC vs ABCL
+104.5%
+40.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -6.9% | +0.7% | -7.6% | -7.1% |
| 30D | +7.6% | +93.1% | -85.4% | -8.4% |
| 3M | -18.4% | +79.4% | -97.8% | -30.0% |
| 6M | -23.3% | +214.9% | -238.1% | -42.3% |
| YTD | -1.2% | +234.2% | -235.4% | -26.7% |
| 1Y | +2.3% | +174.8% | -172.5% | -22.2% |
| All | +144.5% | +104.5% | +40.0% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling