+26.4%
AGNC vs UPST
-90.5%
+117.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.3% | -0.6% |
| 7D | -4.7% | -8.8% | +4.1% | -3.9% |
| 30D | -5.7% | -12.1% | +6.4% | -4.7% |
| 3M | +1.9% | -19.5% | +21.4% | +3.6% |
| 6M | +1.8% | -6.8% | +8.6% | +1.8% |
| YTD | +3.4% | -41.5% | +44.9% | +7.1% |
| 1Y | +13.6% | -58.9% | +72.5% | +20.6% |
| 3Y | +60.4% | -15.2% | +75.5% | +49.5% |
| All | +26.4% | -90.5% | +117.0% | +17.2% |
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