+275.3%
ANET vs UPST
-4.9%
+280.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.7% | -4.8% |
| 7D | +15.5% | -10.6% | +26.2% | +17.2% |
| 30D | +1.0% | -14.0% | +14.9% | +3.0% |
| 3M | -3.1% | -36.8% | +33.7% | +3.0% |
| 6M | +40.2% | -27.5% | +67.8% | +45.5% |
| YTD | +50.6% | -55.3% | +105.8% | +65.0% |
| 1Y | +51.4% | -47.5% | +99.0% | +62.7% |
| 3Y | +275.3% | -10.4% | +285.7% | +285.4% |
| All | +275.3% | -4.9% | +280.2% | +285.4% |
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