+11.1%
AG vs UPST
-93.6%
+104.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | +6.3% | -4.9% | +11.2% | +6.9% |
| 30D | -8.9% | -8.9% | -0.1% | -8.0% |
| 3M | -12.2% | -26.3% | +14.1% | -9.2% |
| 6M | -28.3% | -23.7% | -4.6% | -26.1% |
| YTD | -8.8% | -49.9% | +41.1% | -2.7% |
| 1Y | +39.4% | -42.0% | +81.3% | +46.6% |
| 3Y | +229.4% | -25.3% | +254.7% | +213.5% |
| All | +11.1% | -93.6% | +104.7% | +19.3% |
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 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