-88.7%
AMC vs UPST
-15.8%
-72.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.2% |
| 7D | +2.6% | -4.9% | +7.5% | +3.9% |
| 30D | +9.0% | -8.9% | +17.9% | +11.5% |
| 3M | +22.2% | -26.3% | +48.5% | +31.4% |
| 6M | +91.5% | -23.7% | +115.2% | +102.6% |
| YTD | +101.3% | -49.9% | +151.2% | +132.4% |
| 1Y | +20.8% | -42.0% | +62.7% | +34.2% |
| 3Y | -71.3% | -25.3% | -46.0% | -75.8% |
| 5Y | -99.2% | -93.4% | -5.8% | -99.2% |
| All | -88.7% | -15.8% | -72.9% | -87.2% |
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