+105.6%
AMGN vs UPST
+3.8%
+101.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.8% | -6.3% | -10.0% |
| 7D | -10.3% | -1.5% | -8.8% | -10.2% |
| 30D | -3.8% | -13.2% | +9.5% | -3.5% |
| 3M | +14.4% | -13.0% | +27.4% | +14.6% |
| 6M | +7.8% | -2.9% | +10.7% | +7.7% |
| YTD | +22.6% | -38.3% | +60.9% | +23.4% |
| 1Y | +44.2% | -60.5% | +104.7% | +46.2% |
| 3Y | +65.8% | -11.7% | +77.5% | +64.2% |
| 5Y | +108.0% | -90.2% | +198.1% | +105.6% |
| All | +105.6% | +3.8% | +101.8% | +112.4% |
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 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