+97.8%
AA vs UPST
-26.3%
+124.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.9% | +5.4% | -0.6% |
| 7D | +5.3% | -13.5% | +18.8% | +7.1% |
| 30D | -2.3% | -19.6% | +17.4% | +0.2% |
| 3M | -20.8% | -34.2% | +13.4% | -17.0% |
| 6M | -39.8% | -31.2% | -8.6% | -37.5% |
| YTD | -23.3% | -56.2% | +32.9% | -16.9% |
| 1Y | +1.8% | -51.7% | +53.5% | +9.0% |
| 3Y | +69.5% | -8.2% | +77.8% | +61.1% |
| 5Y | -18.0% | -92.8% | +74.8% | -18.7% |
| All | +97.8% | -26.3% | +124.1% | +81.8% |
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 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