-31.9%
ADSK vs UPST
-56.5%
+24.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.6% | -6.6% | -8.0% |
| 7D | -16.4% | -3.5% | -12.9% | -15.9% |
| 30D | -9.2% | -7.1% | -2.1% | -8.2% |
| 3M | -6.7% | -13.1% | +6.3% | -5.1% |
| 6M | -15.5% | -1.1% | -14.4% | -16.2% |
| YTD | -26.4% | -35.9% | +9.5% | -22.8% |
| 1Y | -31.9% | -57.4% | +25.5% | -26.3% |
| All | -31.9% | -56.5% | +24.6% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling