-18.8%
AMT vs UPST
-91.6%
+72.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.3% | +9.0% | +1.1% |
| 7D | +1.6% | -4.5% | +6.1% | +1.8% |
| 30D | +4.5% | -15.3% | +19.8% | +5.1% |
| 3M | +13.8% | -32.4% | +46.2% | +15.6% |
| 6M | +10.0% | -29.5% | +39.6% | +11.3% |
| YTD | +11.8% | -53.3% | +65.1% | +14.8% |
| 1Y | +10.2% | -47.4% | +57.6% | +12.5% |
| 3Y | +15.1% | -2.2% | +17.4% | +7.1% |
| 5Y | -18.8% | -92.0% | +73.2% | -17.4% |
| All | -18.8% | -91.6% | +72.8% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling