+84.6%
AMGN vs UPST
-29.4%
+114.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.1% |
| 7D | -1.2% | -4.9% | +3.7% | -1.0% |
| 30D | +11.5% | -8.9% | +20.3% | +11.8% |
| 3M | +14.4% | -26.3% | +40.7% | +15.5% |
| 6M | +40.9% | -23.7% | +64.7% | +41.9% |
| YTD | +43.5% | -49.9% | +93.5% | +46.1% |
| 1Y | +49.9% | -42.0% | +91.9% | +51.7% |
| 3Y | +84.6% | -25.3% | +109.9% | +84.9% |
| All | +84.6% | -29.4% | +114.0% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling