+12.5%
UAL vs ACM
-46.0%
+58.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | -3.0% | +5.6% | -8.7% | -5.1% |
| 30D | +10.5% | +20.8% | -10.4% | +3.0% |
| 3M | -13.5% | +11.4% | -24.9% | -17.3% |
| 6M | +14.2% | +0.9% | +13.3% | +13.0% |
| YTD | -2.2% | -24.8% | +22.6% | +11.7% |
| 1Y | +12.5% | -46.4% | +58.9% | +37.1% |
| All | +12.5% | -46.0% | +58.5% | +37.1% |
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