-58.3%
AFRM vs UPST
-93.6%
+35.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.6% |
| 7D | -7.3% | -4.9% | -2.4% | -4.9% |
| 30D | -9.6% | -8.9% | -0.7% | -5.0% |
| 3M | -11.1% | -26.3% | +15.3% | +4.9% |
| 6M | +3.9% | -23.7% | +27.6% | +20.4% |
| YTD | -8.5% | -49.9% | +41.5% | +30.9% |
| 1Y | +3.3% | -42.0% | +45.2% | +35.6% |
| 3Y | +213.7% | -25.3% | +239.0% | +141.2% |
| All | -58.3% | -93.6% | +35.3% | -17.3% |
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