+4.8%
AMCR vs UPST
+7.9%
-3.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | -1.9% | -3.5% | +1.7% | -1.7% |
| 30D | -4.1% | -7.1% | +3.0% | -3.8% |
| 3M | +21.7% | -13.1% | +34.8% | +22.2% |
| 6M | +1.5% | -1.1% | +2.6% | +1.2% |
| YTD | +13.1% | -35.9% | +49.0% | +14.5% |
| 1Y | +16.5% | -57.4% | +73.9% | +19.4% |
| 3Y | +10.3% | -14.9% | +25.1% | +7.2% |
| 5Y | -7.7% | -88.7% | +81.0% | -12.0% |
| All | +4.8% | +7.9% | -3.1% | -4.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling