+62.4%
AFL vs UPST
-29.4%
+91.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.7% |
| 7D | +0.1% | -4.9% | +5.0% | +0.2% |
| 30D | +10.0% | -8.9% | +18.9% | +10.1% |
| 3M | -1.6% | -26.3% | +24.8% | -1.3% |
| 6M | +10.5% | -23.7% | +34.2% | +10.7% |
| YTD | +14.3% | -49.9% | +64.2% | +15.0% |
| 1Y | +11.4% | -42.0% | +53.4% | +11.8% |
| 3Y | +62.4% | -25.3% | +87.7% | +60.1% |
| All | +62.4% | -29.4% | +91.8% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling