-16.0%
AAL vs UPST
-14.4%
-1.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.8% | +7.2% |
| 7D | +8.3% | +4.4% | +3.8% | +7.7% |
| 30D | +11.0% | -7.7% | +18.6% | +12.1% |
| 3M | -11.2% | -28.4% | +17.3% | -7.3% |
| 6M | +6.1% | -23.2% | +29.2% | +9.5% |
| YTD | -7.6% | -49.1% | +41.5% | -0.3% |
| 1Y | +3.7% | -42.4% | +46.1% | +10.1% |
| 3Y | +20.5% | +5.4% | +15.2% | +12.3% |
| 5Y | -36.4% | -92.9% | +56.5% | -38.0% |
| All | -16.0% | -14.4% | -1.6% | -17.2% |
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