-23.2%
AKAM vs UPST
-14.4%
-8.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.4% |
| 7D | -7.4% | +4.4% | -11.8% | -7.5% |
| 30D | -24.9% | -7.7% | -17.3% | -24.7% |
| 3M | -27.4% | -28.4% | +1.1% | -26.5% |
| 6M | -45.6% | -23.2% | -22.5% | -45.2% |
| YTD | -8.0% | -49.1% | +41.1% | -6.1% |
| 1Y | -4.1% | -42.4% | +38.2% | -2.7% |
| 3Y | -26.9% | +5.4% | -32.2% | -28.5% |
| 5Y | -26.6% | -92.9% | +66.4% | -29.4% |
| All | -23.2% | -14.4% | -8.8% | -24.5% |
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