-15.1%
AMRZ vs UPST
-43.8%
+28.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.3% | +1.9% | -2.5% |
| 7D | +2.5% | -10.9% | +13.4% | +4.4% |
| 30D | +14.4% | -7.2% | +21.6% | +15.5% |
| 3M | -19.2% | -26.7% | +7.5% | -15.2% |
| 6M | -19.7% | -29.0% | +9.2% | -15.8% |
| YTD | -20.2% | -49.4% | +29.2% | -12.9% |
| 1Y | -15.1% | -47.0% | +31.9% | -8.9% |
| All | -15.1% | -43.8% | +28.7% | -8.9% |
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