+1.1%
AKAM vs UPST
-11.9%
+13.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -2.1% | -3.5% | +1.4% | -1.9% |
| 30D | -13.9% | -7.1% | -6.8% | -13.6% |
| 3M | -33.8% | -13.1% | -20.7% | -33.3% |
| 6M | +2.2% | -1.1% | +3.3% | +1.5% |
| YTD | +20.6% | -35.9% | +56.5% | +23.2% |
| 1Y | +36.3% | -57.4% | +93.7% | +42.8% |
| All | +1.1% | -11.9% | +13.0% | -5.6% |
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