+317.6%
AMD vs UPST
-14.8%
+332.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.3% | -12.0% | -16.5% |
| 7D | -28.6% | -10.9% | -17.7% | -27.2% |
| 30D | -37.7% | -7.2% | -30.5% | -36.9% |
| 3M | -16.1% | -26.7% | +10.6% | -12.3% |
| 6M | +13.8% | -29.0% | +42.8% | +19.1% |
| YTD | +88.8% | -49.4% | +138.2% | +105.8% |
| 1Y | +57.8% | -47.0% | +104.7% | +70.4% |
| 3Y | +260.3% | -27.0% | +287.2% | +240.0% |
| 5Y | +196.6% | -93.3% | +289.9% | +193.9% |
| All | +317.6% | -14.8% | +332.4% | +274.8% |
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