+27.5%
UAL vs ACM
-46.6%
+74.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.9% | +5.0% | +6.8% |
| 7D | +11.9% | +9.5% | +2.4% | +8.2% |
| 30D | +5.2% | +14.7% | -9.5% | 0.0% |
| 3M | -12.7% | -9.5% | -3.2% | -9.2% |
| 6M | +28.5% | -18.0% | +46.6% | +40.0% |
| YTD | +3.5% | -27.3% | +30.8% | +20.3% |
| 1Y | +27.5% | -47.0% | +74.5% | +61.9% |
| All | +27.5% | -46.6% | +74.1% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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