+95.0%
AMDL vs UPST
+18.4%
+76.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.8% | +9.9% |
| 7D | +4.5% | -3.5% | +8.1% | +6.0% |
| 30D | -4.4% | -7.1% | +2.7% | -2.1% |
| 3M | -30.5% | -13.1% | -17.4% | -25.8% |
| 6M | +300.9% | -1.1% | +302.0% | +297.4% |
| YTD | +219.9% | -35.9% | +255.8% | +273.0% |
| 1Y | +374.7% | -57.4% | +432.1% | +537.1% |
| All | +95.0% | +18.4% | +76.7% | +87.3% |
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 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