+1,166.3%
AAOI vs UPST
-1.6%
+1,167.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | +0.1% | +1.5% |
| 7D | -0.2% | -8.8% | +8.6% | +2.3% |
| 30D | -23.7% | -12.1% | -11.6% | -21.5% |
| 3M | -39.0% | -19.5% | -19.5% | -35.3% |
| 6M | -17.0% | -6.8% | -10.2% | -16.3% |
| YTD | +202.2% | -41.5% | +243.7% | +236.9% |
| 1Y | +292.4% | -58.9% | +351.3% | +382.5% |
| 3Y | +804.4% | -15.2% | +819.5% | +828.1% |
| 5Y | +1,318.0% | -90.5% | +1,408.6% | +1,412.3% |
| All | +1,166.3% | -1.6% | +1,167.9% | +1,051.5% |
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 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