+65.2%
ALAB vs UPST
-56.5%
+121.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.4% | +10.6% |
| 7D | +7.2% | -3.5% | +10.8% | +9.1% |
| 30D | -2.5% | -7.1% | +4.6% | +0.5% |
| 3M | -13.3% | -13.1% | -0.2% | -6.8% |
| 6M | +172.8% | -1.1% | +173.9% | +166.2% |
| YTD | +86.6% | -35.9% | +122.4% | +115.7% |
| 1Y | +65.2% | -57.4% | +122.6% | +110.8% |
| All | +65.2% | -56.5% | +121.7% | +110.8% |
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