+233.4%
AMKR vs UPST
+7.9%
+225.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.0% |
| 7D | 0.0% | -3.5% | +3.5% | +0.5% |
| 30D | -11.1% | -7.1% | -4.0% | -10.2% |
| 3M | -35.2% | -13.1% | -22.1% | -33.8% |
| 6M | +4.9% | -1.1% | +6.0% | +4.5% |
| YTD | +21.6% | -35.9% | +57.4% | +28.3% |
| 1Y | +98.0% | -57.4% | +155.5% | +120.0% |
| 3Y | +77.8% | -14.9% | +92.7% | +67.2% |
| 5Y | +79.9% | -88.7% | +168.5% | +74.7% |
| All | +233.4% | +7.9% | +225.5% | +176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling