+194.1%
AFL vs UPST
+3.8%
+190.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -1.7% |
| 7D | -0.7% | -1.5% | +0.8% | -0.7% |
| 30D | -7.1% | -13.2% | +6.1% | -6.9% |
| 3M | +0.4% | -13.0% | +13.4% | +0.6% |
| 6M | +4.5% | -2.9% | +7.4% | +4.3% |
| YTD | +6.1% | -38.3% | +44.4% | +6.8% |
| 1Y | +10.6% | -60.5% | +71.0% | +12.4% |
| 3Y | +64.0% | -11.7% | +75.8% | +60.1% |
| 5Y | +133.7% | -90.2% | +223.9% | +128.0% |
| All | +194.1% | +3.8% | +190.3% | +188.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling