-9.5%
ADSK vs UPST
-24.8%
+15.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.7% |
| 7D | +1.0% | -10.6% | +11.7% | +2.2% |
| 30D | +14.4% | -14.0% | +28.4% | +16.1% |
| 3M | +2.5% | -36.8% | +39.3% | +7.5% |
| 6M | +14.5% | -27.5% | +42.0% | +17.7% |
| YTD | -10.7% | -55.3% | +44.6% | -4.0% |
| 1Y | -11.0% | -47.5% | +36.5% | -6.2% |
| 3Y | +25.9% | -10.4% | +36.3% | +15.5% |
| 5Y | -19.7% | -92.6% | +72.9% | -23.9% |
| All | -9.5% | -24.8% | +15.3% | -24.7% |
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