+219.6%
UPS vs AJG
+3,721.7%
-3,502.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -3.4% | -8.5% | +5.1% | -1.0% |
| 30D | -2.7% | -3.8% | +1.0% | -1.8% |
| 3M | -1.6% | +10.8% | -12.5% | -5.0% |
| 6M | +2.3% | +15.6% | -13.3% | -2.7% |
| YTD | +5.6% | -5.1% | +10.7% | +5.7% |
| 1Y | +27.1% | -16.0% | +43.1% | +31.3% |
| 3Y | -26.3% | +9.7% | -36.0% | -30.5% |
| 5Y | -34.5% | +77.8% | -112.3% | -46.6% |
| 10Y | +37.1% | +478.2% | -441.1% | -19.0% |
| All | +219.6% | +3,721.7% | -3,502.1% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling