+21.1%
AME vs UPST
-48.7%
+69.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.3% | +0.8% |
| 7D | -4.1% | -4.5% | +0.4% | -3.8% |
| 30D | -4.1% | -15.3% | +11.2% | -2.7% |
| 3M | -5.6% | -32.4% | +26.8% | -2.4% |
| 6M | +2.8% | -29.5% | +32.4% | +5.7% |
| YTD | +16.6% | -53.3% | +69.9% | +23.0% |
| 1Y | +21.1% | -47.4% | +68.4% | +25.3% |
| All | +21.1% | -48.7% | +69.7% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling