+24.5%
ALAB vs UPST
-48.7%
+73.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +9.4% | -13.8% | -9.4% |
| 7D | -24.9% | -3.1% | -21.7% | -23.5% |
| 30D | -38.4% | -4.0% | -34.4% | -37.1% |
| 3M | -38.3% | -22.9% | -15.4% | -29.9% |
| 6M | +10.9% | -27.1% | +38.1% | +29.7% |
| YTD | +34.2% | -46.5% | +80.7% | +70.5% |
| 1Y | +24.5% | -49.4% | +74.0% | +61.1% |
| All | +24.5% | -48.7% | +73.2% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling