+400.4%
ALAB vs UPST
+15.8%
+384.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.4% | +10.2% |
| 7D | +7.2% | -3.5% | +10.8% | +8.3% |
| 30D | -2.5% | -7.1% | +4.6% | -0.7% |
| 3M | -13.3% | -13.1% | -0.2% | -9.4% |
| 6M | +172.8% | -1.1% | +173.9% | +171.8% |
| YTD | +86.6% | -35.9% | +122.4% | +107.4% |
| 1Y | +65.2% | -57.4% | +122.6% | +99.9% |
| All | +400.4% | +15.8% | +384.6% | +437.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling