+207.4%
ALAB vs UPST
-9.7%
+217.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.6% |
| 7D | -26.3% | -4.9% | -21.4% | -25.0% |
| 30D | -50.1% | -8.9% | -41.2% | -48.5% |
| 3M | -42.5% | -26.3% | -16.1% | -37.1% |
| 6M | -10.8% | -23.7% | +12.9% | -3.0% |
| YTD | +14.6% | -49.9% | +64.6% | +37.4% |
| 1Y | +17.1% | -42.0% | +59.1% | +35.5% |
| All | +207.4% | -9.7% | +217.1% | +256.3% |
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