+31.9%
ABNB vs UPST
+7.9%
+24.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.5% |
| 3M | +36.1% | -13.1% | +49.1% | +38.4% |
| 6M | +34.2% | -1.1% | +35.3% | +33.3% |
| YTD | +34.1% | -35.9% | +69.9% | +40.6% |
| 1Y | +45.1% | -57.4% | +102.5% | +59.7% |
| 3Y | +37.1% | -14.9% | +52.0% | +22.0% |
| 5Y | +15.2% | -88.7% | +103.8% | +8.6% |
| All | +31.9% | +7.9% | +24.0% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling