+125.7%
AIG vs UPST
+7.9%
+117.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.9% | -3.5% | +2.6% | -0.8% |
| 30D | -4.9% | -7.1% | +2.2% | -4.6% |
| 3M | +4.5% | -13.1% | +17.5% | +4.9% |
| 6M | -1.4% | -1.1% | -0.4% | -1.8% |
| YTD | -9.8% | -35.9% | +26.1% | -8.7% |
| 1Y | -4.5% | -57.4% | +52.9% | -1.8% |
| 3Y | +37.4% | -14.9% | +52.3% | +31.9% |
| 5Y | +55.0% | -88.7% | +143.6% | +47.9% |
| All | +125.7% | +7.9% | +117.8% | +117.4% |
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