+220.5%
AGI vs UPST
-24.8%
+245.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | -10.1% | -10.6% | +0.5% | -9.6% |
| 30D | -6.5% | -14.0% | +7.5% | -5.9% |
| 3M | -12.8% | -36.8% | +24.0% | -11.0% |
| 6M | -34.3% | -27.5% | -6.8% | -33.3% |
| YTD | -25.6% | -55.3% | +29.7% | -23.4% |
| 1Y | -14.2% | -47.5% | +33.3% | -12.2% |
| 3Y | +127.3% | -10.4% | +137.7% | +122.1% |
| 5Y | +241.8% | -92.6% | +334.4% | +240.1% |
| All | +220.5% | -24.8% | +245.3% | +207.4% |
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 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