-4.2%
ABT vs UPST
-93.6%
+89.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.2% |
| 7D | +3.5% | -4.9% | +8.4% | +3.7% |
| 30D | +12.0% | -8.9% | +20.9% | +12.4% |
| 3M | +2.5% | -26.3% | +28.8% | +3.6% |
| 6M | +29.1% | -23.7% | +52.8% | +30.1% |
| YTD | -10.1% | -49.9% | +39.9% | -8.2% |
| 1Y | -9.8% | -42.0% | +32.1% | -8.6% |
| 3Y | +23.3% | -25.3% | +48.5% | +18.5% |
| All | -4.2% | -93.6% | +89.3% | -8.2% |
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