+438.1%
AMAT vs UPST
+7.9%
+430.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +4.5% |
| 7D | -1.5% | -3.5% | +2.0% | -1.1% |
| 30D | -14.8% | -7.1% | -7.7% | -14.2% |
| 3M | -9.3% | -13.1% | +3.8% | -7.7% |
| 6M | +27.4% | -1.1% | +28.5% | +26.9% |
| YTD | +77.6% | -35.9% | +113.4% | +85.1% |
| 1Y | +188.9% | -57.4% | +246.4% | +213.9% |
| 3Y | +202.3% | -14.9% | +217.2% | +180.1% |
| 5Y | +248.9% | -88.7% | +337.6% | +229.7% |
| All | +438.1% | +7.9% | +430.2% | +384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling