+124.6%
AMC vs UPST
-1.7%
+126.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +5.0% |
| 7D | +2.3% | -3.5% | +5.9% | +3.7% |
| 30D | -0.7% | -7.1% | +6.4% | +2.2% |
| 3M | +35.2% | -13.1% | +48.3% | +41.5% |
| 6M | +124.6% | -1.1% | +125.7% | +113.0% |
| All | +124.6% | -1.7% | +126.3% | +113.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling