-99.9%
AMIX vs UPST
-32.1%
-67.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.3% | -0.3% | -4.7% |
| 7D | -25.5% | -10.9% | -14.6% | -24.0% |
| 30D | -56.2% | -7.2% | -49.0% | -55.6% |
| 3M | -87.4% | -26.7% | -60.7% | -86.8% |
| 6M | -80.9% | -29.0% | -51.9% | -79.9% |
| YTD | -86.8% | -49.4% | -37.5% | -85.8% |
| 1Y | -91.3% | -47.0% | -44.4% | -90.7% |
| All | -99.9% | -32.1% | -67.8% | -99.9% |
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