+1.0%
AKAM vs UPST
+3.8%
-2.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.5% |
| 7D | -0.8% | -1.5% | +0.7% | -0.7% |
| 30D | -4.5% | -13.2% | +8.8% | -4.0% |
| 3M | -25.6% | -13.0% | -12.6% | -25.2% |
| 6M | +5.7% | -2.9% | +8.6% | +5.4% |
| YTD | +21.0% | -38.3% | +59.3% | +22.6% |
| 1Y | +33.9% | -60.5% | +94.3% | +37.6% |
| 3Y | +0.9% | -11.7% | +12.6% | -1.4% |
| 5Y | -6.9% | -90.2% | +83.3% | -11.1% |
| All | +1.0% | +3.8% | -2.7% | -1.4% |
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