+77.8%
AJG vs UPST
-91.3%
+169.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.3% |
| 7D | -8.5% | -12.0% | +3.5% | -8.1% |
| 30D | -3.8% | -16.0% | +12.3% | -3.2% |
| 3M | +10.8% | -17.2% | +28.0% | +11.4% |
| 6M | +15.6% | -10.9% | +26.5% | +15.7% |
| YTD | -5.1% | -42.6% | +37.5% | -3.7% |
| 1Y | -16.0% | -59.8% | +43.8% | -13.9% |
| 3Y | +9.7% | -17.9% | +27.6% | +5.9% |
| 5Y | +77.8% | -90.7% | +168.5% | +74.8% |
| All | +77.8% | -91.3% | +169.1% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling