+61.4%
AMAT vs UPST
-48.7%
+110.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.4% | -12.7% | -5.4% |
| 7D | -11.2% | -3.1% | -8.1% | -10.5% |
| 30D | -31.9% | -4.0% | -27.9% | -31.3% |
| 3M | -32.3% | -22.9% | -9.5% | -28.5% |
| 6M | -5.4% | -27.1% | +21.7% | +0.7% |
| YTD | +44.3% | -46.5% | +90.8% | +58.2% |
| 1Y | +61.4% | -49.4% | +110.8% | +77.7% |
| All | +61.4% | -48.7% | +110.0% | +77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling