-10.2%
ADSK vs UPST
-48.7%
+38.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +9.4% | -2.4% | +5.3% |
| 7D | +11.4% | -3.1% | +14.6% | +11.7% |
| 30D | +21.9% | -4.0% | +25.9% | +22.3% |
| 3M | +13.9% | -22.9% | +36.8% | +18.3% |
| 6M | +9.1% | -27.1% | +36.2% | +13.7% |
| YTD | -8.8% | -46.5% | +37.8% | -1.5% |
| 1Y | -10.2% | -49.4% | +39.2% | -2.8% |
| All | -10.2% | -48.7% | +38.5% | -2.8% |
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