+132.8%
AMAT vs UPST
-28.6%
+161.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.3% | -8.3% | -12.8% |
| 7D | -24.3% | -10.9% | -13.4% | -23.0% |
| 30D | -39.8% | -7.2% | -32.6% | -39.2% |
| 3M | -40.2% | -26.7% | -13.5% | -37.7% |
| 6M | -22.1% | -29.0% | +6.9% | -18.6% |
| YTD | +24.7% | -49.4% | +74.0% | +34.6% |
| 1Y | +33.3% | -47.0% | +80.2% | +42.7% |
| All | +132.8% | -28.6% | +161.4% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling