+70.7%
AA vs UPST
-13.8%
+84.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.3% |
| 3M | -35.8% | -13.1% | -22.8% | -34.5% |
| 6M | -18.4% | -1.1% | -17.3% | -19.8% |
| YTD | -5.5% | -35.9% | +30.4% | +0.3% |
| 1Y | +61.0% | -57.4% | +118.4% | +83.3% |
| All | +70.7% | -13.8% | +84.4% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling