+74.2%
AG vs UPST
+3.8%
+70.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.7% |
| 7D | +4.5% | -1.5% | +6.0% | +4.6% |
| 30D | +12.9% | -13.2% | +26.1% | +14.3% |
| 3M | +20.9% | -13.0% | +33.9% | +22.5% |
| 6M | -19.5% | -2.9% | -16.7% | -19.4% |
| YTD | +24.8% | -38.3% | +63.1% | +29.2% |
| 1Y | +120.2% | -60.5% | +180.7% | +134.9% |
| 3Y | +279.0% | -11.7% | +290.7% | +259.4% |
| 5Y | +67.9% | -90.2% | +158.1% | +64.0% |
| All | +74.2% | +3.8% | +70.4% | +63.8% |
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