+293.8%
AMAT vs UPST
-15.8%
+309.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.4% |
| 7D | -14.7% | -4.9% | -9.8% | -14.2% |
| 30D | -36.1% | -8.9% | -27.2% | -35.4% |
| 3M | -36.9% | -26.3% | -10.5% | -34.7% |
| 6M | -22.2% | -23.7% | +1.5% | -19.8% |
| YTD | +29.9% | -49.9% | +79.9% | +39.3% |
| 1Y | +43.3% | -42.0% | +85.2% | +50.7% |
| 3Y | +142.7% | -25.3% | +168.0% | +129.1% |
| 5Y | +126.2% | -93.4% | +219.6% | +122.6% |
| All | +293.8% | -15.8% | +309.6% | +264.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling