+57.2%
AA vs UPST
-29.4%
+86.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.1% |
| 7D | +0.9% | -4.9% | +5.8% | +1.7% |
| 30D | -6.7% | -8.9% | +2.2% | -5.4% |
| 3M | -16.3% | -26.3% | +10.0% | -12.1% |
| 6M | -37.1% | -23.7% | -13.4% | -34.8% |
| YTD | -25.0% | -49.9% | +24.9% | -17.2% |
| 1Y | +8.6% | -42.0% | +50.6% | +16.3% |
| 3Y | +57.2% | -25.3% | +82.5% | +48.1% |
| All | +57.2% | -29.4% | +86.6% | +48.1% |
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