+393.1%
AMD vs UPST
+7.9%
+385.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +4.9% |
| 7D | +2.6% | -3.5% | +6.1% | +3.1% |
| 30D | -0.9% | -7.1% | +6.2% | 0.0% |
| 3M | -8.7% | -13.1% | +4.4% | -6.9% |
| 6M | +136.3% | -1.1% | +137.4% | +134.6% |
| YTD | +123.0% | -35.9% | +158.9% | +134.6% |
| 1Y | +195.2% | -57.4% | +252.6% | +227.0% |
| 3Y | +336.3% | -14.9% | +351.2% | +301.1% |
| 5Y | +334.5% | -88.7% | +423.1% | +310.6% |
| All | +393.1% | +7.9% | +385.2% | +327.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling