+113.0%
AME vs UPST
-20.9%
+133.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.5% |
| 7D | +1.1% | -12.1% | +13.2% | +1.7% |
| 30D | -4.1% | -13.4% | +9.3% | -3.5% |
| 3M | -6.3% | -31.2% | +24.9% | -4.7% |
| 6M | +3.5% | -28.3% | +31.9% | +4.9% |
| YTD | +17.3% | -53.0% | +70.3% | +20.8% |
| 1Y | +22.0% | -47.2% | +69.2% | +24.8% |
| 3Y | +62.0% | -1.5% | +63.5% | +56.8% |
| 5Y | +78.5% | -91.6% | +170.1% | +75.1% |
| All | +113.0% | -20.9% | +133.9% | +99.0% |
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