+52.0%
ABNB vs UPST
-6.9%
+58.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +0.8% |
| 7D | +6.5% | -13.5% | +20.0% | +8.2% |
| 30D | +9.4% | -19.6% | +29.0% | +12.0% |
| 3M | +0.6% | -34.2% | +34.8% | +5.3% |
| 6M | +33.7% | -31.2% | +64.9% | +39.0% |
| YTD | +33.5% | -56.2% | +89.7% | +44.1% |
| 1Y | +48.8% | -51.7% | +100.5% | +58.8% |
| All | +52.0% | -6.9% | +58.9% | +44.6% |
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