+10.6%
AFL vs UPST
-60.5%
+71.1%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -1.9% |
| 7D | -0.7% | -1.5% | +0.8% | -0.8% |
| 30D | -7.1% | -13.2% | +6.1% | -7.5% |
| 3M | +0.4% | -13.0% | +13.4% | +0.1% |
| 6M | +4.5% | -2.9% | +7.4% | +4.2% |
| YTD | +6.1% | -38.3% | +44.4% | +4.7% |
| All | +10.6% | -60.5% | +71.1% | +7.7% |
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