+8.7%
AA vs UPST
-44.0%
+52.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.1% | +5.5% |
| 7D | +4.8% | +4.4% | +0.4% | +4.2% |
| 30D | -0.6% | -7.7% | +7.0% | +0.3% |
| 3M | -16.3% | -28.4% | +12.2% | -12.3% |
| 6M | -33.4% | -23.2% | -10.2% | -31.2% |
| YTD | -20.7% | -49.1% | +28.4% | -10.7% |
| All | +8.7% | -44.0% | +52.7% | +13.8% |
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