+110.9%
AME vs UPST
+7.9%
+103.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +1.6% |
| 7D | +0.6% | -3.5% | +4.2% | +0.8% |
| 30D | -6.7% | -7.1% | +0.4% | -6.4% |
| 3M | +4.1% | -13.1% | +17.1% | +4.7% |
| 6M | +1.6% | -1.1% | +2.7% | +1.2% |
| YTD | +16.1% | -35.9% | +52.0% | +17.9% |
| 1Y | +27.3% | -57.4% | +84.7% | +31.5% |
| 3Y | +50.9% | -14.9% | +65.7% | +46.1% |
| 5Y | +81.4% | -88.7% | +170.0% | +75.4% |
| All | +110.9% | +7.9% | +103.1% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling