+33.7%
AIG vs UPST
-13.2%
+46.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -1.9% |
| 7D | -1.6% | -1.5% | -0.1% | -1.5% |
| 30D | -5.2% | -13.2% | +8.0% | -4.7% |
| 3M | +1.5% | -13.0% | +14.4% | +1.8% |
| 6M | -3.9% | -2.9% | -1.1% | -4.3% |
| YTD | -11.6% | -38.3% | +26.7% | -10.4% |
| 1Y | -2.9% | -60.5% | +57.5% | 0.0% |
| All | +33.7% | -13.2% | +46.9% | +28.2% |
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 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