+277.8%
AMAT vs UPST
-14.8%
+292.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.3% | -8.3% | -12.9% |
| 7D | -24.3% | -10.9% | -13.4% | -23.2% |
| 30D | -39.8% | -7.2% | -32.6% | -39.3% |
| 3M | -40.2% | -26.7% | -13.5% | -38.1% |
| 6M | -22.1% | -29.0% | +6.9% | -19.1% |
| YTD | +24.7% | -49.4% | +74.0% | +33.5% |
| 1Y | +33.3% | -47.0% | +80.2% | +41.6% |
| 3Y | +133.9% | -27.0% | +160.8% | +121.3% |
| 5Y | +117.1% | -93.3% | +210.4% | +113.3% |
| All | +277.8% | -14.8% | +292.7% | +249.2% |
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