-63.4%
ALB vs UPST
-92.5%
+29.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.8% |
| 7D | -5.8% | -10.6% | +4.9% | -4.0% |
| 30D | -4.5% | -14.0% | +9.5% | -2.3% |
| 3M | -28.1% | -36.8% | +8.8% | -22.6% |
| 6M | -53.2% | -27.5% | -25.6% | -51.2% |
| YTD | -33.3% | -55.3% | +22.0% | -25.8% |
| 1Y | -17.4% | -47.5% | +30.1% | -10.9% |
| 3Y | -14.1% | -10.4% | -3.7% | -23.4% |
| All | -63.4% | -92.5% | +29.1% | -60.4% |
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