+241.4%
UAL vs ACM
+233.2%
+8.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.1% |
| 6M | +18.0% | -20.4% | +38.3% | +32.6% |
| YTD | -1.2% | -28.9% | +27.7% | +19.1% |
| 1Y | +14.3% | -48.7% | +63.0% | +67.9% |
| 3Y | +194.6% | -12.5% | +207.1% | +211.3% |
| 5Y | +109.6% | +0.5% | +109.1% | +104.7% |
| 10Y | +93.1% | +161.2% | -68.1% | +10.9% |
| All | +241.4% | +233.2% | +8.2% | +56.4% |
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