+69.5%
AME vs UPST
-93.6%
+163.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.7% | +2.6% |
| 7D | -5.2% | -4.9% | -0.3% | -4.9% |
| 30D | -8.0% | -8.9% | +0.8% | -7.6% |
| 3M | -8.9% | -26.3% | +17.4% | -7.3% |
| 6M | -5.0% | -23.7% | +18.7% | -3.8% |
| YTD | +11.9% | -49.9% | +61.8% | +15.7% |
| 1Y | +16.6% | -42.0% | +58.6% | +19.3% |
| 3Y | +62.5% | -25.3% | +87.8% | +56.9% |
| All | +69.5% | -93.6% | +163.1% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling