+9.6%
AMCR vs UPST
-14.8%
+24.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.6% |
| 7D | -1.8% | -1.5% | -0.3% | -1.8% |
| 30D | -6.0% | -13.2% | +7.2% | -5.3% |
| 3M | +18.9% | -13.0% | +31.9% | +19.7% |
| 6M | +5.7% | -2.9% | +8.5% | +5.4% |
| YTD | +11.1% | -38.3% | +49.4% | +13.1% |
| 1Y | +12.7% | -60.5% | +73.2% | +17.3% |
| 3Y | +9.6% | -11.7% | +21.3% | +4.5% |
| All | +9.6% | -14.8% | +24.4% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling