-0.8%
ALB vs UPST
+7.9%
-8.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.2% |
| 7D | -8.1% | -3.5% | -4.5% | -7.6% |
| 30D | +6.3% | -7.1% | +13.4% | +7.2% |
| 3M | -23.6% | -13.1% | -10.5% | -22.4% |
| 6M | -24.6% | -1.1% | -23.5% | -25.6% |
| YTD | -10.3% | -35.9% | +25.6% | -6.4% |
| 1Y | +61.5% | -57.4% | +118.9% | +77.3% |
| 3Y | -34.0% | -14.9% | -19.1% | -39.4% |
| 5Y | -44.6% | -88.7% | +44.1% | -47.0% |
| All | -0.8% | +7.9% | -8.7% | -20.6% |
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 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