+111.0%
AME vs UPST
+3.8%
+107.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.2% |
| 7D | +2.8% | -1.5% | +4.3% | +2.9% |
| 30D | -6.3% | -13.2% | +7.0% | -5.6% |
| 3M | +5.4% | -13.0% | +18.4% | +6.0% |
| 6M | +7.4% | -2.9% | +10.3% | +7.1% |
| YTD | +16.2% | -38.3% | +54.5% | +18.2% |
| 1Y | +26.8% | -60.5% | +87.3% | +31.4% |
| 3Y | +57.5% | -11.7% | +69.2% | +52.4% |
| 5Y | +84.8% | -90.2% | +175.0% | +79.4% |
| All | +111.0% | +3.8% | +107.2% | +94.7% |
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