+9.3%
ABT vs UPST
-0.4%
+9.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | -0.1% |
| 7D | -4.7% | -8.1% | +3.4% | -4.5% |
| 30D | -3.1% | -14.3% | +11.2% | -2.7% |
| 3M | +16.1% | -16.6% | +32.8% | +16.7% |
| 6M | -5.3% | -7.3% | +1.9% | -5.4% |
| YTD | -14.4% | -40.8% | +26.3% | -13.4% |
| 1Y | -18.4% | -62.4% | +44.0% | -16.4% |
| 3Y | +11.2% | -15.3% | +26.5% | +7.8% |
| 5Y | -9.4% | -91.1% | +81.7% | -12.8% |
| All | +9.3% | -0.4% | +9.7% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling