-43.9%
ALB vs UPST
-88.8%
+44.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.2% |
| 7D | -8.1% | -3.5% | -4.5% | -7.5% |
| 30D | +6.3% | -7.1% | +13.4% | +7.4% |
| 3M | -23.6% | -13.1% | -10.5% | -22.2% |
| 6M | -24.6% | -1.1% | -23.5% | -25.9% |
| YTD | -10.3% | -35.9% | +25.6% | -5.6% |
| 1Y | +61.5% | -57.4% | +118.9% | +80.9% |
| 3Y | -34.0% | -14.9% | -19.1% | -41.3% |
| All | -43.9% | -88.8% | +44.9% | -42.4% |
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