+1,004.9%
ANET vs UPST
-24.8%
+1,029.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.7% | -4.7% |
| 7D | +15.5% | -10.6% | +26.2% | +16.7% |
| 30D | +1.0% | -14.0% | +14.9% | +2.4% |
| 3M | -3.1% | -36.8% | +33.7% | +1.3% |
| 6M | +40.2% | -27.5% | +67.8% | +44.1% |
| YTD | +50.6% | -55.3% | +105.8% | +61.4% |
| 1Y | +51.4% | -47.5% | +99.0% | +59.7% |
| 3Y | +275.3% | -10.4% | +285.7% | +256.6% |
| 5Y | +500.3% | -92.6% | +592.9% | +493.3% |
| All | +1,004.9% | -24.8% | +1,029.6% | +919.0% |
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