-23.4%
AKAM vs UPST
-29.4%
+6.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.1% | +7.9% | +6.8% |
| 7D | -10.4% | -4.9% | -5.5% | -10.1% |
| 30D | -20.6% | -8.9% | -11.7% | -20.0% |
| 3M | -29.9% | -26.3% | -3.6% | -28.6% |
| 6M | -31.9% | -23.7% | -8.2% | -30.9% |
| YTD | -4.8% | -49.9% | +45.2% | -1.3% |
| 1Y | +13.8% | -42.0% | +55.8% | +16.6% |
| 3Y | -23.4% | -25.3% | +1.9% | -24.6% |
| All | -23.4% | -29.4% | +6.0% | -24.6% |
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