+51.4%
ANET vs UPST
-49.8%
+101.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.7% | -5.1% |
| 7D | +15.5% | -10.6% | +26.2% | +18.8% |
| 30D | +1.0% | -14.0% | +14.9% | +4.9% |
| 3M | -3.1% | -36.8% | +33.7% | +9.0% |
| 6M | +40.2% | -27.5% | +67.8% | +49.2% |
| YTD | +50.6% | -55.3% | +105.8% | +79.0% |
| 1Y | +51.4% | -47.5% | +99.0% | +68.6% |
| All | +51.4% | -49.8% | +101.3% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling