+30.6%
ALNY vs UPST
-91.3%
+121.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.8% |
| 7D | -6.4% | -12.0% | +5.6% | -5.2% |
| 30D | +11.9% | -16.0% | +27.9% | +13.9% |
| 3M | -15.0% | -17.2% | +2.2% | -13.6% |
| 6M | -23.2% | -10.9% | -12.4% | -23.0% |
| YTD | -37.8% | -42.6% | +4.8% | -35.0% |
| 1Y | -47.3% | -59.8% | +12.5% | -43.3% |
| 3Y | +22.9% | -17.9% | +40.8% | +13.4% |
| 5Y | +30.6% | -90.7% | +121.3% | +18.5% |
| All | +30.6% | -91.3% | +121.9% | +18.5% |
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