+277.6%
AG vs UPST
-11.9%
+289.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.7% |
| 7D | +1.0% | -3.5% | +4.6% | +1.6% |
| 30D | +19.2% | -7.1% | +26.3% | +20.4% |
| 3M | +6.2% | -13.1% | +19.2% | +8.4% |
| 6M | -26.7% | -1.1% | -25.6% | -26.7% |
| YTD | +26.1% | -35.9% | +62.0% | +32.2% |
| 1Y | +131.7% | -57.4% | +189.1% | +152.6% |
| All | +277.6% | -11.9% | +289.5% | +246.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling