+104.5%
AA vs UPST
-14.4%
+118.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.1% | +5.6% |
| 7D | +4.8% | +4.4% | +0.4% | +4.3% |
| 30D | -0.6% | -7.7% | +7.0% | +0.1% |
| 3M | -16.3% | -28.4% | +12.2% | -13.1% |
| 6M | -33.4% | -23.2% | -10.2% | -31.8% |
| YTD | -20.7% | -49.1% | +28.4% | -15.6% |
| 1Y | +12.9% | -42.4% | +55.3% | +18.3% |
| 3Y | +75.7% | +5.4% | +70.4% | +64.2% |
| 5Y | -6.8% | -92.9% | +86.1% | -8.8% |
| All | +104.5% | -14.4% | +118.9% | +84.7% |
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