+23.9%
AG vs UPST
-46.8%
+70.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.4% |
| 7D | -4.0% | -12.1% | +8.0% | +0.4% |
| 30D | -13.1% | -13.4% | +0.4% | -8.8% |
| 3M | -22.0% | -31.2% | +9.2% | -12.2% |
| 6M | -37.3% | -28.3% | -8.9% | -29.6% |
| YTD | -11.2% | -53.0% | +41.8% | +8.2% |
| 1Y | +23.9% | -47.2% | +71.1% | +41.1% |
| All | +23.9% | -46.8% | +70.7% | +41.1% |
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 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