+199.3%
AFL vs UPST
+7.9%
+191.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.9% |
| 7D | +0.6% | -3.5% | +4.1% | +0.7% |
| 30D | -6.2% | -7.1% | +0.9% | -6.1% |
| 3M | +2.2% | -13.1% | +15.3% | +2.4% |
| 6M | +5.3% | -1.1% | +6.4% | +5.0% |
| YTD | +8.0% | -35.9% | +43.8% | +8.6% |
| 1Y | +10.2% | -57.4% | +67.7% | +11.8% |
| 3Y | +67.1% | -14.9% | +81.9% | +63.2% |
| 5Y | +135.6% | -88.7% | +224.2% | +129.6% |
| All | +199.3% | +7.9% | +191.4% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling