+244.1%
UAL vs ACM
+230.8%
+13.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +0.7% | -3.7% | +4.4% | +3.2% |
| 30D | -16.1% | -11.1% | -5.0% | -11.0% |
| 3M | +6.1% | -8.0% | +14.1% | +10.0% |
| 6M | +10.8% | -29.7% | +40.5% | +35.2% |
| YTD | -0.4% | -29.4% | +29.0% | +20.6% |
| 1Y | +5.0% | -46.4% | +51.5% | +50.0% |
| 3Y | +124.0% | -22.3% | +146.4% | +155.5% |
| 5Y | +141.0% | +4.5% | +136.5% | +129.5% |
| 10Y | +118.0% | +127.6% | -9.6% | +34.4% |
| All | +244.1% | +230.8% | +13.3% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling