+4.9%
AMCR vs UPST
-21.5%
+26.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.4% | +0.4% |
| 7D | -3.8% | -4.5% | +0.7% | -3.6% |
| 30D | +8.3% | -15.3% | +23.6% | +9.0% |
| 3M | -2.7% | -32.4% | +29.7% | -1.3% |
| 6M | +16.7% | -29.5% | +46.2% | +18.1% |
| YTD | +13.2% | -53.3% | +66.6% | +15.9% |
| 1Y | +13.7% | -47.4% | +61.1% | +15.8% |
| 3Y | +17.4% | -2.2% | +19.7% | +14.1% |
| 5Y | -5.9% | -92.0% | +86.1% | -9.3% |
| All | +4.9% | -21.5% | +26.4% | -3.3% |
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