+23.8%
ADSK vs UPST
0.0%
+23.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -3.7% | -12.1% | +8.3% | -2.4% |
| 30D | +11.3% | -13.4% | +24.8% | +12.9% |
| 3M | +3.3% | -31.2% | +34.6% | +7.4% |
| 6M | +10.1% | -28.3% | +38.5% | +13.4% |
| YTD | -12.2% | -53.0% | +40.8% | -6.2% |
| 1Y | -13.9% | -47.2% | +33.3% | -9.2% |
| All | +23.8% | 0.0% | +23.8% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling