-16.6%
AMRZ vs UPST
-61.1%
+44.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.6% | +2.0% |
| 7D | -1.1% | +4.4% | -5.5% | -1.7% |
| 30D | +18.3% | -7.7% | +26.0% | +19.4% |
| 3M | -8.0% | -28.4% | +20.5% | -3.8% |
| 6M | -18.7% | -23.2% | +4.5% | -16.1% |
| YTD | -19.8% | -49.1% | +29.3% | -14.2% |
| 1Y | -12.3% | -42.4% | +30.0% | -7.5% |
| All | -16.6% | -61.1% | +44.4% | -14.6% |
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