+229.9%
AFRM vs UPST
-13.8%
+243.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.8% |
| 7D | -7.0% | -3.5% | -3.4% | -5.2% |
| 30D | -7.8% | -7.1% | -0.7% | -4.5% |
| 3M | +5.3% | -13.1% | +18.4% | +12.8% |
| 6M | +42.6% | -1.1% | +43.7% | +43.6% |
| YTD | -2.8% | -35.9% | +33.1% | +17.8% |
| 1Y | -19.3% | -57.4% | +38.1% | +16.1% |
| All | +229.9% | -13.8% | +243.7% | +171.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling