-90.5%
AMC vs UPST
+7.9%
-98.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +4.7% |
| 7D | +2.3% | -3.5% | +5.9% | +3.2% |
| 30D | -0.7% | -7.1% | +6.4% | +1.0% |
| 3M | +35.2% | -13.1% | +48.3% | +38.8% |
| 6M | +124.6% | -1.1% | +125.7% | +123.0% |
| YTD | +69.9% | -35.9% | +105.7% | +84.9% |
| 1Y | -2.6% | -57.4% | +54.8% | +15.8% |
| 3Y | -79.8% | -14.9% | -64.9% | -83.4% |
| 5Y | -99.4% | -88.7% | -10.7% | -99.4% |
| All | -90.5% | +7.9% | -98.4% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling