+231.7%
APA vs UPST
-15.8%
+247.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.8% | +2.7% |
| 7D | -15.5% | -4.9% | -10.6% | -15.3% |
| 30D | +2.4% | -8.9% | +11.3% | +2.8% |
| 3M | +22.8% | -26.3% | +49.1% | +24.5% |
| 6M | +17.9% | -23.7% | +41.7% | +18.8% |
| YTD | +87.7% | -49.9% | +137.6% | +92.8% |
| 1Y | +94.2% | -42.0% | +136.2% | +97.3% |
| 3Y | +27.2% | -25.3% | +52.5% | +23.5% |
| 5Y | +74.1% | -93.4% | +167.5% | +68.9% |
| All | +231.7% | -15.8% | +247.5% | +206.9% |
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 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