+58.6%
AMZN vs UPST
+3.8%
+54.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.2% |
| 7D | +0.8% | -1.5% | +2.3% | +0.9% |
| 30D | -6.4% | -13.2% | +6.8% | -5.1% |
| 3M | +4.8% | -13.0% | +17.8% | +6.1% |
| 6M | +20.5% | -2.9% | +23.4% | +20.1% |
| YTD | +11.3% | -38.3% | +49.6% | +15.4% |
| 1Y | +9.0% | -60.5% | +69.4% | +17.3% |
| 3Y | +85.9% | -11.7% | +97.6% | +73.0% |
| 5Y | +45.8% | -90.2% | +135.9% | +32.1% |
| All | +58.6% | +3.8% | +54.8% | +50.6% |
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