+25.4%
UEC vs ABCL
+156.0%
-130.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.7% | +0.1% | +5.2% |
| 7D | -10.2% | -3.2% | -7.1% | -9.6% |
| 30D | -26.9% | -7.4% | -19.5% | -25.7% |
| 3M | -35.7% | +81.9% | -117.6% | -44.6% |
| 6M | -56.1% | +135.7% | -191.8% | -65.0% |
| YTD | -40.8% | +247.4% | -288.1% | -56.5% |
| 1Y | -43.4% | +162.3% | -205.6% | -56.8% |
| 3Y | +25.4% | +165.5% | -140.1% | -12.6% |
| All | +25.4% | +156.0% | -130.7% | -12.6% |
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