+20.8%
AMC vs UPST
-47.3%
+68.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.3% |
| 7D | +2.6% | -4.9% | +7.5% | +4.3% |
| 30D | +9.0% | -8.9% | +17.9% | +12.2% |
| 3M | +22.2% | -26.3% | +48.5% | +34.3% |
| 6M | +91.5% | -23.7% | +115.2% | +105.7% |
| YTD | +101.3% | -49.9% | +151.2% | +122.9% |
| 1Y | +20.8% | -42.0% | +62.7% | +22.3% |
| All | +20.8% | -47.3% | +68.1% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling