-25.4%
ADSK vs UPST
+7.9%
-33.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.6% | -6.6% | -8.1% |
| 7D | -16.4% | -3.5% | -12.9% | -16.1% |
| 30D | -9.2% | -7.1% | -2.1% | -8.5% |
| 3M | -6.7% | -13.1% | +6.3% | -5.6% |
| 6M | -15.5% | -1.1% | -14.4% | -16.0% |
| YTD | -26.4% | -35.9% | +9.5% | -23.7% |
| 1Y | -31.9% | -57.4% | +25.5% | -26.8% |
| 3Y | -1.0% | -14.9% | +13.9% | -9.2% |
| 5Y | -24.5% | -88.7% | +64.1% | -31.2% |
| All | -25.4% | +7.9% | -33.3% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling