+47.6%
AMDL vs UPST
-7.6%
+55.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -1.1% | +23.4% | +22.8% |
| 7D | -26.2% | -4.9% | -21.3% | -23.7% |
| 30D | -57.1% | -8.9% | -48.2% | -54.6% |
| 3M | -29.8% | -26.3% | -3.5% | -20.0% |
| 6M | -22.2% | -23.7% | +1.5% | -11.5% |
| YTD | +142.1% | -49.9% | +192.1% | +216.3% |
| 1Y | +85.8% | -42.0% | +127.8% | +128.8% |
| All | +47.6% | -7.6% | +55.2% | +58.8% |
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 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