+140.6%
AMKR vs UPST
-21.5%
+162.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.3% | +6.8% | -0.3% |
| 7D | -8.4% | -4.5% | -3.9% | -7.8% |
| 30D | -29.8% | -15.3% | -14.5% | -28.1% |
| 3M | -34.7% | -32.4% | -2.2% | -31.0% |
| 6M | -54.9% | -29.5% | -25.3% | -52.6% |
| YTD | -12.3% | -53.3% | +41.1% | -3.1% |
| 1Y | -1.4% | -47.4% | +45.9% | +6.9% |
| 3Y | +51.1% | -2.2% | +53.3% | +42.1% |
| 5Y | +62.6% | -92.0% | +154.6% | +65.9% |
| All | +140.6% | -21.5% | +162.1% | +108.6% |
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 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