+200.6%
UAL vs ACM
-12.3%
+212.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.2% |
| 7D | +5.0% | +5.1% | 0.0% | +2.0% |
| 30D | -1.2% | +11.5% | -12.7% | -7.6% |
| 3M | -16.8% | -10.5% | -6.3% | -11.3% |
| 6M | +18.0% | -20.4% | +38.3% | +35.9% |
| YTD | -1.2% | -28.9% | +27.7% | +23.6% |
| 1Y | +14.3% | -48.7% | +63.0% | +86.9% |
| All | +200.6% | -12.3% | +212.9% | +217.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling