+258.4%
AMKR vs UPST
-0.4%
+258.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.3% | +1.8% |
| 7D | +8.9% | -8.1% | +17.0% | +10.2% |
| 30D | -2.7% | -14.3% | +11.6% | -0.6% |
| 3M | -27.5% | -16.6% | -10.8% | -25.6% |
| 6M | +19.4% | -7.3% | +26.7% | +20.0% |
| YTD | +30.7% | -40.8% | +71.5% | +39.5% |
| 1Y | +107.9% | -62.4% | +170.3% | +135.0% |
| 3Y | +136.1% | -15.3% | +151.4% | +122.5% |
| 5Y | +96.6% | -91.1% | +187.7% | +94.9% |
| All | +258.4% | -0.4% | +258.8% | +200.3% |
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