+59.3%
AMKR vs UPST
-93.3%
+152.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +5.0% | +6.3% |
| 7D | -5.3% | +4.4% | -9.7% | -6.1% |
| 30D | -28.7% | -7.7% | -21.1% | -27.7% |
| 3M | -36.6% | -28.4% | -8.1% | -32.7% |
| 6M | -54.2% | -23.2% | -31.0% | -52.1% |
| YTD | -10.9% | -49.1% | +38.2% | -0.9% |
| 1Y | +1.3% | -42.4% | +43.7% | +10.2% |
| 3Y | +60.0% | +5.4% | +54.7% | +44.0% |
| 5Y | +59.3% | -92.9% | +152.2% | +73.0% |
| All | +59.3% | -93.3% | +152.6% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling