-62.1%
ALB vs UPST
-93.6%
+31.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +9.1% | -4.9% | +14.0% | +9.9% |
| 30D | -3.4% | -8.9% | +5.5% | -2.1% |
| 3M | -20.6% | -26.3% | +5.7% | -16.8% |
| 6M | -48.2% | -23.7% | -24.4% | -46.4% |
| YTD | -29.2% | -49.9% | +20.7% | -22.7% |
| 1Y | +10.0% | -42.0% | +52.0% | +16.7% |
| 3Y | -12.9% | -25.3% | +12.4% | -20.8% |
| All | -62.1% | -93.6% | +31.5% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling