+95.5%
AMD vs UPST
-48.7%
+144.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | -1.6% |
| 7D | -15.5% | -3.1% | -12.4% | -14.7% |
| 30D | -22.6% | -4.0% | -18.6% | -21.8% |
| 3M | -5.7% | -22.9% | +17.1% | +0.2% |
| 6M | +43.1% | -27.1% | +70.2% | +53.4% |
| YTD | +128.2% | -46.5% | +174.8% | +156.5% |
| 1Y | +95.5% | -49.4% | +144.9% | +121.4% |
| All | +95.5% | -48.7% | +144.2% | +121.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling