+143.5%
AMGN vs UPST
-24.8%
+168.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.3% |
| 7D | +1.1% | -10.6% | +11.8% | +1.4% |
| 30D | +9.3% | -14.0% | +23.3% | +9.6% |
| 3M | +12.1% | -36.8% | +48.9% | +13.1% |
| 6M | +40.3% | -27.5% | +67.8% | +41.0% |
| YTD | +45.2% | -55.3% | +100.5% | +47.0% |
| 1Y | +42.4% | -47.5% | +90.0% | +43.7% |
| 3Y | +91.0% | -10.4% | +101.5% | +89.7% |
| 5Y | +157.4% | -92.6% | +250.0% | +156.1% |
| All | +143.5% | -24.8% | +168.3% | +153.1% |
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