-99.3%
AMC vs UPST
-93.2%
-6.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -5.3% | -7.2% | -10.9% |
| 7D | 0.0% | -10.9% | +10.9% | +3.4% |
| 30D | +4.4% | -7.2% | +11.6% | +6.6% |
| 3M | +15.4% | -26.7% | +42.0% | +25.9% |
| 6M | +93.7% | -29.0% | +122.7% | +110.8% |
| YTD | +97.4% | -49.4% | +146.8% | +132.8% |
| 1Y | +23.2% | -47.0% | +70.2% | +42.4% |
| 3Y | -71.3% | -27.0% | -44.3% | -77.5% |
| 5Y | -99.3% | -93.3% | -5.9% | -99.1% |
| All | -99.3% | -93.2% | -6.1% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling