+50.4%
AMZN vs UPST
-92.5%
+142.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | +2.8% | -10.6% | +13.5% | +4.4% |
| 30D | +5.0% | -14.0% | +18.9% | +6.8% |
| 3M | +0.6% | -36.8% | +37.4% | +6.7% |
| 6M | -1.3% | -27.5% | +26.2% | +2.4% |
| YTD | +15.5% | -55.3% | +70.8% | +26.5% |
| 1Y | +12.2% | -47.5% | +59.8% | +19.9% |
| 3Y | +87.0% | -10.4% | +97.5% | +65.1% |
| All | +50.4% | -92.5% | +142.9% | +48.8% |
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