+212.9%
AGI vs UPST
-14.8%
+227.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.1% |
| 7D | +4.4% | -1.5% | +5.9% | +4.5% |
| 30D | +10.0% | -13.2% | +23.2% | +11.1% |
| 3M | +1.7% | -13.0% | +14.7% | +2.7% |
| 6M | -26.8% | -2.9% | -23.9% | -26.7% |
| YTD | -5.3% | -38.3% | +33.0% | -3.2% |
| 1Y | +11.5% | -60.5% | +71.9% | +15.9% |
| 3Y | +212.9% | -11.7% | +224.7% | +192.5% |
| All | +212.9% | -14.8% | +227.7% | +192.5% |
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