-91.6%
AMIX vs UPST
-47.3%
-44.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -16.0% | -4.9% | -11.1% | -14.5% |
| 30D | -55.4% | -8.9% | -46.6% | -53.8% |
| 3M | -87.5% | -26.3% | -61.2% | -86.0% |
| 6M | -81.2% | -23.7% | -57.5% | -78.5% |
| YTD | -86.8% | -49.9% | -36.9% | -86.1% |
| 1Y | -91.6% | -42.0% | -49.6% | -87.6% |
| All | -91.6% | -47.3% | -44.3% | -87.6% |
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