+120.5%
AJG vs UPST
+7.9%
+112.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.4% |
| 7D | -1.8% | -3.5% | +1.7% | -1.7% |
| 30D | +4.6% | -7.1% | +11.8% | +4.8% |
| 3M | +24.9% | -13.1% | +38.0% | +25.2% |
| 6M | +17.2% | -1.1% | +18.3% | +17.0% |
| YTD | +2.2% | -35.9% | +38.0% | +2.9% |
| 1Y | -11.5% | -57.4% | +45.9% | -10.2% |
| 3Y | +16.7% | -14.9% | +31.6% | +14.5% |
| 5Y | +89.6% | -88.7% | +178.3% | +82.9% |
| All | +120.5% | +7.9% | +112.6% | +120.0% |
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