+33.3%
AMAT vs UPST
-43.8%
+77.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.3% | -8.3% | -12.2% |
| 7D | -24.3% | -10.9% | -13.4% | -22.0% |
| 30D | -39.8% | -7.2% | -32.6% | -38.6% |
| 3M | -40.2% | -26.7% | -13.5% | -35.7% |
| 6M | -22.1% | -29.0% | +6.9% | -15.9% |
| YTD | +24.7% | -49.4% | +74.0% | +40.6% |
| 1Y | +33.3% | -47.0% | +80.2% | +47.7% |
| All | +33.3% | -43.8% | +77.0% | +47.7% |
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