-29.3%
AFRM vs UPST
-63.9%
+34.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | -7.3% | -4.9% | -2.4% | -5.4% |
| 30D | -9.6% | -8.9% | -0.7% | -6.0% |
| 3M | -11.1% | -26.3% | +15.3% | +1.2% |
| 6M | +3.9% | -23.7% | +27.6% | +16.9% |
| YTD | -8.5% | -49.9% | +41.5% | +21.6% |
| 1Y | +3.3% | -42.0% | +45.2% | +28.7% |
| 3Y | +213.7% | -25.3% | +239.0% | +186.8% |
| 5Y | -58.5% | -93.4% | +34.9% | -48.5% |
| All | -29.3% | -63.9% | +34.6% | -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