-5.8%
AMCR vs UPST
-93.3%
+87.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -7.9% | +4.4% | -12.3% | -8.1% |
| 30D | +8.2% | -7.7% | +15.9% | +8.6% |
| 3M | -4.3% | -28.4% | +24.1% | -2.7% |
| 6M | +16.6% | -23.2% | +39.8% | +17.9% |
| YTD | +13.1% | -49.1% | +62.2% | +16.4% |
| 1Y | +14.4% | -42.4% | +56.8% | +16.8% |
| 3Y | +18.4% | +5.4% | +13.0% | +11.9% |
| 5Y | -5.8% | -92.9% | +87.1% | -8.9% |
| All | -5.8% | -93.3% | +87.5% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling