+0.1%
AMCR vs UPST
-0.4%
+0.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -2.6% |
| 7D | -6.3% | -8.1% | +1.8% | -6.0% |
| 30D | -7.1% | -14.3% | +7.2% | -6.6% |
| 3M | +12.7% | -16.6% | +29.3% | +13.4% |
| 6M | +5.2% | -7.3% | +12.4% | +5.2% |
| YTD | +8.1% | -40.8% | +48.9% | +9.7% |
| 1Y | +11.7% | -62.4% | +74.2% | +15.1% |
| 3Y | +9.9% | -15.3% | +25.2% | +6.9% |
| 5Y | -8.7% | -91.1% | +82.4% | -12.7% |
| All | +0.1% | -0.4% | +0.5% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling