-34.7%
UPS vs AJG
+74.4%
-109.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -2.0% | -8.3% | +6.3% | +0.1% |
| 30D | -2.0% | -5.7% | +3.7% | -0.7% |
| 3M | -6.2% | +9.1% | -15.3% | -9.0% |
| 6M | +2.8% | +15.2% | -12.4% | -2.0% |
| YTD | +5.9% | -6.3% | +12.2% | +7.2% |
| 1Y | +26.2% | -19.1% | +45.4% | +34.0% |
| 3Y | -26.0% | +8.2% | -34.2% | -32.5% |
| All | -34.7% | +74.4% | -109.0% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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