+92.4%
ALNY vs UPST
+7.9%
+84.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +0.7% |
| 7D | +12.2% | -3.5% | +15.8% | +12.5% |
| 30D | +16.3% | -7.1% | +23.5% | +17.0% |
| 3M | -12.4% | -13.1% | +0.7% | -11.6% |
| 6M | -18.7% | -1.1% | -17.6% | -19.2% |
| YTD | -33.1% | -35.9% | +2.8% | -31.4% |
| 1Y | -41.3% | -57.4% | +16.1% | -38.3% |
| 3Y | +32.3% | -14.9% | +47.2% | +25.2% |
| 5Y | +34.8% | -88.7% | +123.4% | +24.5% |
| All | +92.4% | +7.9% | +84.5% | +69.3% |
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