+363.6%
AMD vs UPST
-15.8%
+379.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.1% | +12.2% | +11.2% |
| 7D | -11.0% | -4.9% | -6.1% | -10.3% |
| 30D | -30.5% | -8.9% | -21.6% | -29.4% |
| 3M | -8.2% | -26.3% | +18.1% | -4.2% |
| 6M | +6.6% | -23.7% | +30.3% | +10.6% |
| YTD | +109.7% | -49.9% | +159.6% | +128.8% |
| 1Y | +88.9% | -42.0% | +130.9% | +101.4% |
| 3Y | +301.8% | -25.3% | +327.1% | +278.0% |
| 5Y | +229.4% | -93.4% | +322.8% | +226.9% |
| All | +363.6% | -15.8% | +379.5% | +316.8% |
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