-14.8%
AA vs UPST
-93.6%
+78.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.1% |
| 7D | +0.9% | -4.9% | +5.8% | +1.6% |
| 30D | -6.7% | -8.9% | +2.2% | -5.6% |
| 3M | -16.3% | -26.3% | +10.0% | -12.8% |
| 6M | -37.1% | -23.7% | -13.4% | -35.2% |
| YTD | -25.0% | -49.9% | +24.9% | -18.7% |
| 1Y | +8.6% | -42.0% | +50.6% | +15.0% |
| 3Y | +57.2% | -25.3% | +82.5% | +47.5% |
| All | -14.8% | -93.6% | +78.8% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling