-20.9%
AFRM vs UPST
-88.8%
+67.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.7% |
| 7D | -7.0% | -3.5% | -3.4% | -5.0% |
| 30D | -7.8% | -7.1% | -0.7% | -4.1% |
| 3M | +5.3% | -13.1% | +18.4% | +13.8% |
| 6M | +42.6% | -1.1% | +43.7% | +43.1% |
| YTD | -2.8% | -35.9% | +33.1% | +21.3% |
| 1Y | -19.3% | -57.4% | +38.1% | +23.9% |
| 3Y | +231.0% | -14.9% | +245.8% | +143.3% |
| All | -20.9% | -88.8% | +67.9% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling