+299.2%
AGI vs UPST
-3.5%
+302.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.4% | -3.3% |
| 7D | -5.4% | -12.0% | +6.6% | -4.8% |
| 30D | +6.6% | -16.0% | +22.7% | +7.4% |
| 3M | +8.2% | -17.2% | +25.4% | +9.0% |
| 6M | -29.3% | -10.9% | -18.4% | -29.0% |
| YTD | -7.4% | -42.6% | +35.2% | -5.7% |
| 1Y | +7.9% | -59.8% | +67.7% | +11.0% |
| 3Y | +206.2% | -17.9% | +224.1% | +198.5% |
| 5Y | +397.6% | -90.7% | +488.3% | +389.0% |
| All | +299.2% | -3.5% | +302.6% | +278.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling