-16.6%
AMRZ vs UPST
-49.8%
+33.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -2.1% | -10.6% | +8.6% | -0.2% |
| 30D | +13.0% | -14.0% | +27.0% | +15.6% |
| 3M | -12.1% | -36.8% | +24.7% | -5.3% |
| 6M | -19.1% | -27.5% | +8.4% | -15.2% |
| YTD | -23.3% | -55.3% | +32.0% | -14.6% |
| 1Y | -16.6% | -47.5% | +31.0% | -10.9% |
| All | -16.6% | -49.8% | +33.3% | -10.9% |
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