-12.3%
AMRZ vs UPST
-48.7%
+36.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.4% | -4.2% | +3.6% |
| 7D | +10.3% | -3.1% | +13.4% | +10.7% |
| 30D | +18.7% | -4.0% | +22.7% | +19.1% |
| 3M | -14.6% | -22.9% | +8.2% | -11.3% |
| 6M | -12.9% | -27.1% | +14.2% | -9.2% |
| YTD | -17.4% | -46.5% | +29.2% | -10.9% |
| 1Y | -12.3% | -49.4% | +37.1% | -5.0% |
| All | -12.3% | -48.7% | +36.4% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling