+20.7%
AMDL vs UPST
-6.6%
+27.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -5.3% | -29.6% | -32.6% |
| 7D | -52.7% | -10.9% | -41.8% | -49.4% |
| 30D | -65.3% | -7.2% | -58.1% | -63.5% |
| 3M | -40.8% | -26.7% | -14.1% | -32.4% |
| 6M | -12.9% | -29.0% | +16.1% | +0.9% |
| YTD | +98.0% | -49.4% | +147.4% | +157.7% |
| 1Y | +30.1% | -47.0% | +77.1% | +66.4% |
| All | +20.7% | -6.6% | +27.3% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling