-28.2%
ADSK vs UPST
-90.4%
+62.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -2.1% |
| 7D | -14.5% | -8.1% | -6.4% | -13.5% |
| 30D | -19.3% | -14.3% | -5.0% | -17.6% |
| 3M | -7.8% | -16.6% | +8.9% | -5.8% |
| 6M | -20.8% | -7.3% | -13.5% | -20.7% |
| YTD | -30.2% | -40.8% | +10.6% | -26.1% |
| 1Y | -36.5% | -62.4% | +26.0% | -29.0% |
| 3Y | -5.7% | -15.3% | +9.6% | -17.5% |
| 5Y | -28.2% | -91.1% | +62.9% | -32.3% |
| All | -28.2% | -90.4% | +62.3% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling