+26.3%
ADM vs UPST
-93.6%
+119.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | -9.0% | -4.9% | -4.1% | -9.0% |
| 30D | -14.0% | -8.9% | -5.1% | -13.9% |
| 3M | -9.2% | -26.3% | +17.2% | -8.8% |
| 6M | -9.2% | -23.7% | +14.6% | -9.0% |
| YTD | +24.2% | -49.9% | +74.2% | +25.3% |
| 1Y | +27.0% | -42.0% | +68.9% | +27.6% |
| 3Y | +6.6% | -25.3% | +31.9% | +5.1% |
| All | +26.3% | -93.6% | +119.9% | +21.4% |
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