-71.9%
AMC vs UPST
-28.6%
-43.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -5.3% | -7.2% | -11.3% |
| 7D | 0.0% | -10.9% | +10.9% | +2.5% |
| 30D | +4.4% | -7.2% | +11.6% | +6.1% |
| 3M | +15.4% | -26.7% | +42.0% | +23.1% |
| 6M | +93.7% | -29.0% | +122.7% | +106.5% |
| YTD | +97.4% | -49.4% | +146.8% | +122.4% |
| 1Y | +23.2% | -47.0% | +70.2% | +37.0% |
| All | -71.9% | -28.6% | -43.3% | -77.0% |
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