+147.0%
AIG vs UPST
-24.8%
+171.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.8% | +0.3% |
| 7D | +6.6% | -10.6% | +17.2% | +7.1% |
| 30D | +7.0% | -14.0% | +21.0% | +7.6% |
| 3M | +9.7% | -36.8% | +46.5% | +11.7% |
| 6M | +10.8% | -27.5% | +38.3% | +11.8% |
| YTD | -1.3% | -55.3% | +54.0% | +1.4% |
| 1Y | +8.4% | -47.5% | +55.9% | +10.4% |
| 3Y | +39.0% | -10.4% | +49.4% | +33.3% |
| 5Y | +59.6% | -92.6% | +152.2% | +54.5% |
| All | +147.0% | -24.8% | +171.8% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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