+10.3%
ABNB vs UPST
-88.8%
+99.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.5% |
| 7D | -4.0% | -3.5% | -0.4% | -3.4% |
| 30D | +19.3% | -7.1% | +26.4% | +20.8% |
| 3M | +36.1% | -13.1% | +49.1% | +38.8% |
| 6M | +34.2% | -1.1% | +35.3% | +33.1% |
| YTD | +34.1% | -35.9% | +69.9% | +41.8% |
| 1Y | +45.1% | -57.4% | +102.5% | +62.6% |
| 3Y | +37.1% | -14.9% | +52.0% | +17.1% |
| All | +10.3% | -88.8% | +99.1% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling