+27.9%
ABNB vs UPST
-13.8%
+41.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.6% |
| 7D | -4.0% | -3.5% | -0.4% | -3.5% |
| 30D | +19.3% | -7.1% | +26.4% | +20.3% |
| 3M | +36.1% | -13.1% | +49.1% | +38.0% |
| 6M | +34.2% | -1.1% | +35.3% | +33.6% |
| YTD | +34.1% | -35.9% | +69.9% | +39.0% |
| 1Y | +45.1% | -57.4% | +102.5% | +55.9% |
| All | +27.9% | -13.8% | +41.6% | +28.9% |
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