+203.0%
AMAT vs UPST
-13.8%
+216.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +4.6% |
| 7D | -1.5% | -3.5% | +2.0% | -1.0% |
| 30D | -14.8% | -7.1% | -7.7% | -14.0% |
| 3M | -9.3% | -13.1% | +3.8% | -7.5% |
| 6M | +27.4% | -1.1% | +28.5% | +26.8% |
| YTD | +77.6% | -35.9% | +113.4% | +85.7% |
| 1Y | +188.9% | -57.4% | +246.4% | +215.8% |
| All | +203.0% | -13.8% | +216.8% | +188.6% |
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