+144.4%
ADI vs UPST
-4.9%
+149.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.1% |
| 7D | +9.5% | -10.6% | +20.1% | +11.0% |
| 30D | -1.4% | -14.0% | +12.6% | +0.4% |
| 3M | +4.7% | -36.8% | +41.6% | +10.9% |
| 6M | -7.4% | -27.5% | +20.1% | -4.2% |
| YTD | +48.1% | -55.3% | +103.3% | +61.3% |
| 1Y | +69.6% | -47.5% | +117.2% | +80.4% |
| 3Y | +144.4% | -10.4% | +154.8% | +137.1% |
| All | +144.4% | -4.9% | +149.3% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling