+73.8%
ADM vs UPST
-24.8%
+98.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.7% |
| 7D | +4.2% | -10.6% | +14.8% | +4.3% |
| 30D | -12.8% | -14.0% | +1.1% | -12.7% |
| 3M | -8.5% | -36.8% | +28.4% | -8.0% |
| 6M | -10.9% | -27.5% | +16.6% | -10.7% |
| YTD | +29.4% | -55.3% | +84.7% | +30.6% |
| 1Y | +27.5% | -47.5% | +75.1% | +28.3% |
| 3Y | +10.3% | -10.4% | +20.8% | +8.7% |
| 5Y | +27.4% | -92.6% | +120.0% | +25.9% |
| All | +73.8% | -24.8% | +98.6% | +70.3% |
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