+128.0%
ABBV vs UPST
-29.4%
+157.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | -1.2% | -4.9% | +3.7% | -1.1% |
| 30D | +8.0% | -8.9% | +16.9% | +8.2% |
| 3M | +20.2% | -26.3% | +46.5% | +20.8% |
| 6M | +44.0% | -23.7% | +67.7% | +44.4% |
| YTD | +31.3% | -49.9% | +81.3% | +32.7% |
| 1Y | +37.0% | -42.0% | +78.9% | +37.8% |
| 3Y | +128.0% | -25.3% | +153.2% | +127.7% |
| All | +128.0% | -29.4% | +157.3% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling