-79.7%
AMIX vs UPST
-56.5%
-23.1%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.3% |
| 7D | -13.7% | -3.5% | -10.2% | -12.5% |
| 30D | -62.1% | -7.1% | -54.9% | -61.0% |
| 3M | -46.2% | -13.1% | -33.1% | -43.9% |
| 6M | -46.4% | -1.1% | -45.3% | -44.5% |
| YTD | -60.3% | -35.9% | -24.4% | -58.9% |
| 1Y | -79.7% | -57.4% | -22.3% | -73.4% |
| All | -79.7% | -56.5% | -23.1% | -73.4% |
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