+69.2%
ADM vs UPST
-26.3%
+95.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +6.9% | +0.2% |
| 7D | +0.7% | -13.5% | +14.2% | +0.9% |
| 30D | -14.7% | -19.6% | +4.9% | -14.5% |
| 3M | -10.4% | -34.2% | +23.8% | -10.0% |
| 6M | -10.9% | -31.2% | +20.3% | -10.7% |
| YTD | +26.0% | -56.2% | +82.2% | +27.2% |
| 1Y | +26.5% | -51.7% | +78.1% | +27.4% |
| 3Y | +8.2% | -8.2% | +16.5% | +6.5% |
| 5Y | +24.0% | -92.8% | +116.7% | +22.6% |
| All | +69.2% | -26.3% | +95.6% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling