+111.7%
AME vs UPST
-14.4%
+126.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +4.1% |
| 7D | -1.5% | +4.4% | -5.9% | -1.8% |
| 30D | -4.2% | -7.7% | +3.5% | -3.8% |
| 3M | -5.9% | -28.4% | +22.5% | -4.5% |
| 6M | +2.8% | -23.2% | +26.0% | +3.8% |
| YTD | +16.6% | -49.1% | +65.7% | +19.6% |
| 1Y | +22.1% | -42.4% | +64.5% | +24.4% |
| 3Y | +64.7% | +5.4% | +59.3% | +58.8% |
| 5Y | +76.6% | -92.9% | +169.5% | +73.2% |
| All | +111.7% | -14.4% | +126.1% | +97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling