+5.9%
AFRM vs UPST
-48.7%
+54.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +9.4% | -4.4% | -1.1% |
| 7D | +3.1% | -3.1% | +6.2% | +4.6% |
| 30D | +1.1% | -4.0% | +5.1% | +3.3% |
| 3M | -3.2% | -22.9% | +19.7% | +13.5% |
| 6M | +12.7% | -27.1% | +39.8% | +36.3% |
| YTD | +1.6% | -46.5% | +48.1% | +41.8% |
| 1Y | +5.9% | -49.4% | +55.3% | +50.7% |
| All | +5.9% | -48.7% | +54.5% | +50.7% |
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 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