-94.4%
AAOX vs UPST
-18.8%
-75.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.6% | +7.3% | +7.4% |
| 7D | -35.9% | +4.4% | -40.3% | -37.3% |
| 30D | -81.6% | -7.7% | -73.9% | -79.2% |
| 3M | -90.3% | -28.4% | -61.9% | -86.8% |
| 6M | -95.7% | -23.2% | -72.5% | -93.6% |
| All | -94.4% | -18.8% | -75.6% | -91.4% |
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