+985.2%
ANET vs UPST
+7.9%
+977.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.9% | +1.4% |
| 7D | -0.8% | -3.5% | +2.7% | -0.5% |
| 30D | -1.8% | -7.1% | +5.3% | -1.2% |
| 3M | +16.7% | -13.1% | +29.8% | +18.1% |
| 6M | +43.7% | -1.1% | +44.8% | +43.2% |
| YTD | +47.9% | -35.9% | +83.7% | +53.1% |
| 1Y | +37.3% | -57.4% | +94.7% | +46.8% |
| 3Y | +292.7% | -14.9% | +307.6% | +271.1% |
| 5Y | +753.8% | -88.7% | +842.5% | +711.8% |
| All | +985.2% | +7.9% | +977.3% | +866.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling