-31.6%
AFRM vs UPST
-66.3%
+34.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.3% | +5.2% | +0.5% |
| 7D | -8.4% | -4.5% | -3.9% | -6.6% |
| 30D | -18.3% | -15.3% | -3.0% | -12.5% |
| 3M | -12.7% | -32.4% | +19.7% | +3.1% |
| 6M | +3.0% | -29.5% | +32.6% | +19.8% |
| YTD | -11.4% | -53.3% | +41.9% | +21.1% |
| 1Y | -13.3% | -47.4% | +34.0% | +12.3% |
| 3Y | +194.0% | -2.2% | +196.2% | +146.8% |
| 5Y | -50.6% | -92.0% | +41.4% | -38.2% |
| All | -31.6% | -66.3% | +34.8% | -25.0% |
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