+17.6%
AFL vs UPST
-48.7%
+66.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | +1.3% |
| 7D | +2.9% | -3.1% | +6.1% | +2.8% |
| 30D | +11.5% | -4.0% | +15.5% | +11.4% |
| 3M | +0.6% | -22.9% | +23.5% | -0.3% |
| 6M | +11.7% | -27.1% | +38.8% | +10.6% |
| YTD | +15.4% | -46.5% | +61.9% | +12.9% |
| 1Y | +17.6% | -49.4% | +67.0% | +14.7% |
| All | +17.6% | -48.7% | +66.2% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling