+56.8%
ABNB vs UPST
-4.9%
+61.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.9% |
| 7D | -1.7% | -10.6% | +9.0% | -0.4% |
| 30D | +11.8% | -14.0% | +25.8% | +13.6% |
| 3M | +0.9% | -36.8% | +37.7% | +6.2% |
| 6M | +40.5% | -27.5% | +68.0% | +45.2% |
| YTD | +37.6% | -55.3% | +92.9% | +48.2% |
| 1Y | +54.1% | -47.5% | +101.7% | +63.1% |
| 3Y | +56.8% | -10.4% | +67.2% | +48.7% |
| All | +56.8% | -4.9% | +61.7% | +48.7% |
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