+25.4%
AG vs UPST
-21.5%
+46.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.3% | +2.4% | -5.1% |
| 7D | +6.0% | -4.5% | +10.4% | +6.5% |
| 30D | -13.5% | -15.3% | +1.8% | -12.2% |
| 3M | -20.7% | -32.4% | +11.8% | -17.8% |
| 6M | -31.5% | -29.5% | -2.0% | -29.3% |
| YTD | -10.1% | -53.3% | +43.2% | -4.6% |
| 1Y | +26.0% | -47.4% | +73.4% | +32.4% |
| 3Y | +228.9% | -2.2% | +231.1% | +213.9% |
| 5Y | +8.7% | -92.0% | +100.7% | +8.8% |
| All | +25.4% | -21.5% | +46.9% | +21.0% |
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 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