+157.9%
AAPL vs UPST
+7.9%
+150.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.4% |
| 7D | +0.1% | -3.5% | +3.6% | +0.3% |
| 30D | +3.0% | -7.1% | +10.1% | +3.4% |
| 3M | +2.9% | -13.1% | +16.0% | +3.7% |
| 6M | +22.1% | -1.1% | +23.2% | +21.4% |
| YTD | +18.0% | -35.9% | +53.9% | +20.6% |
| 1Y | +33.9% | -57.4% | +91.4% | +40.3% |
| 3Y | +71.2% | -14.9% | +86.0% | +62.5% |
| 5Y | +112.6% | -88.7% | +201.3% | +99.5% |
| All | +157.9% | +7.9% | +150.0% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling