-87.6%
AMC vs UPST
-21.5%
-66.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.3% | +10.0% | +3.8% |
| 7D | +5.5% | -4.5% | +10.0% | +6.8% |
| 30D | +16.1% | -15.3% | +31.4% | +20.8% |
| 3M | +43.0% | -32.4% | +75.4% | +56.9% |
| 6M | +130.7% | -29.5% | +160.2% | +148.7% |
| YTD | +121.8% | -53.3% | +175.1% | +160.3% |
| 1Y | +40.7% | -47.4% | +88.0% | +59.9% |
| 3Y | -56.8% | -2.2% | -54.6% | -65.6% |
| 5Y | -99.1% | -92.0% | -7.1% | -99.1% |
| All | -87.6% | -21.5% | -66.1% | -85.7% |
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 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