+61.0%
AA vs UPST
-56.5%
+117.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.8% |
| 7D | -0.7% | -3.5% | +2.8% | -0.1% |
| 30D | +5.0% | -7.1% | +12.1% | +6.2% |
| 3M | -35.8% | -13.1% | -22.8% | -34.6% |
| 6M | -18.4% | -1.1% | -17.3% | -19.7% |
| YTD | -5.5% | -35.9% | +30.4% | +3.2% |
| 1Y | +61.0% | -57.4% | +118.4% | +87.8% |
| All | +61.0% | -56.5% | +117.5% | +87.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling