-4.9%
AMT vs UPST
+7.9%
-12.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -1.0% |
| 7D | -0.2% | -3.5% | +3.3% | -0.1% |
| 30D | +4.6% | -7.1% | +11.7% | +4.9% |
| 3M | -8.4% | -13.1% | +4.6% | -8.1% |
| 6M | -6.0% | -1.1% | -4.9% | -6.3% |
| YTD | +2.1% | -35.9% | +38.0% | +3.2% |
| 1Y | -6.4% | -57.4% | +51.0% | -4.1% |
| 3Y | +8.1% | -14.9% | +22.9% | +3.6% |
| 5Y | -31.9% | -88.7% | +56.7% | -35.6% |
| All | -4.9% | +7.9% | -12.8% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling