-63.1%
ALB vs UPST
-91.7%
+28.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +1.1% | -12.1% | +13.1% | +3.2% |
| 30D | -2.6% | -13.4% | +10.9% | -0.4% |
| 3M | -25.6% | -31.2% | +5.7% | -21.1% |
| 6M | -54.0% | -28.3% | -25.7% | -52.0% |
| YTD | -31.6% | -53.0% | +21.4% | -24.4% |
| 1Y | -6.6% | -47.2% | +40.6% | +0.7% |
| 3Y | -14.0% | -1.5% | -12.5% | -24.5% |
| All | -63.1% | -91.7% | +28.6% | -59.8% |
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 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