+11.9%
AG vs UPST
-49.8%
+61.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.6% | -3.2% |
| 7D | -10.0% | -10.6% | +0.7% | -6.3% |
| 30D | -10.5% | -14.0% | +3.5% | -5.8% |
| 3M | -27.3% | -36.8% | +9.6% | -15.8% |
| 6M | -43.0% | -27.5% | -15.5% | -35.7% |
| YTD | -17.9% | -55.3% | +37.4% | +0.9% |
| 1Y | +11.9% | -47.5% | +59.5% | +26.3% |
| All | +11.9% | -49.8% | +61.8% | +26.3% |
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