+136.0%
AMDL vs UPST
-47.4%
+183.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.7% | +13.6% | +13.9% |
| 7D | +18.5% | -12.1% | +30.6% | +29.1% |
| 30D | -24.2% | -13.4% | -10.8% | -15.8% |
| 3M | +11.5% | -31.2% | +42.7% | +37.2% |
| 6M | -1.0% | -28.3% | +27.3% | +21.8% |
| YTD | +260.3% | -53.0% | +313.2% | +405.6% |
| All | +136.0% | -47.4% | +183.3% | +211.2% |
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