+180.0%
ADI vs UPST
+3.8%
+176.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.6% |
| 7D | +2.4% | -1.5% | +3.9% | +2.6% |
| 30D | -6.6% | -13.2% | +6.6% | -5.3% |
| 3M | -9.8% | -13.0% | +3.2% | -8.7% |
| 6M | +15.7% | -2.9% | +18.6% | +15.1% |
| YTD | +35.1% | -38.3% | +73.4% | +39.8% |
| 1Y | +47.7% | -60.5% | +108.2% | +58.9% |
| 3Y | +114.5% | -11.7% | +126.2% | +101.0% |
| 5Y | +141.2% | -90.2% | +231.4% | +130.0% |
| All | +180.0% | +3.8% | +176.3% | +147.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling