+67.2%
AG vs UPST
-88.8%
+156.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.8% |
| 7D | +1.0% | -3.5% | +4.6% | +1.4% |
| 30D | +19.2% | -7.1% | +26.3% | +20.1% |
| 3M | +6.2% | -13.1% | +19.2% | +7.9% |
| 6M | -26.7% | -1.1% | -25.6% | -26.8% |
| YTD | +26.1% | -35.9% | +62.0% | +31.0% |
| 1Y | +131.7% | -57.4% | +189.1% | +149.0% |
| 3Y | +255.3% | -14.9% | +270.2% | +231.1% |
| All | +67.2% | -88.8% | +156.0% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling