+65.7%
AMGN vs UPST
-48.7%
+114.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.7% | +3.4% |
| 7D | +5.9% | -3.1% | +9.0% | +5.9% |
| 30D | +18.7% | -4.0% | +22.7% | +18.7% |
| 3M | +23.4% | -22.9% | +46.3% | +23.9% |
| 6M | +49.7% | -27.1% | +76.9% | +50.3% |
| YTD | +49.2% | -46.5% | +95.7% | +49.0% |
| 1Y | +65.7% | -49.4% | +115.2% | +65.4% |
| All | +65.7% | -48.7% | +114.4% | +65.4% |
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