+95.5%
AA vs UPST
-21.5%
+117.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.3% | +3.9% | -3.4% |
| 7D | +1.2% | -4.5% | +5.7% | +1.8% |
| 30D | -5.0% | -15.3% | +10.3% | -3.3% |
| 3M | -22.2% | -32.4% | +10.2% | -18.7% |
| 6M | -36.3% | -29.5% | -6.8% | -34.1% |
| YTD | -24.2% | -53.3% | +29.1% | -18.5% |
| 1Y | +3.9% | -47.4% | +51.2% | +10.0% |
| 3Y | +67.6% | -2.2% | +69.8% | +58.0% |
| 5Y | -8.8% | -92.0% | +83.2% | -10.5% |
| All | +95.5% | -21.5% | +117.0% | +78.4% |
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