+299.5%
ANET vs UPST
-16.7%
+316.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.5% |
| 7D | +3.7% | -8.1% | +11.8% | +4.9% |
| 30D | +0.7% | -14.3% | +15.0% | +2.7% |
| 3M | +26.8% | -16.6% | +43.4% | +29.5% |
| 6M | +40.7% | -7.3% | +47.9% | +41.1% |
| YTD | +47.2% | -40.8% | +88.0% | +55.6% |
| 1Y | +36.0% | -62.4% | +98.4% | +50.1% |
| All | +299.5% | -16.7% | +316.2% | +274.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling