+235.4%
APA vs UPST
-21.5%
+256.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.3% | +9.5% | +1.7% |
| 7D | -5.5% | -4.5% | -1.1% | -5.4% |
| 30D | -1.2% | -15.3% | +14.2% | -0.4% |
| 3M | +10.6% | -32.4% | +43.0% | +12.6% |
| 6M | +28.4% | -29.5% | +57.9% | +29.9% |
| YTD | +89.7% | -53.3% | +143.1% | +95.6% |
| 1Y | +90.6% | -47.4% | +138.0% | +94.7% |
| 3Y | +36.9% | -2.2% | +39.1% | +31.5% |
| 5Y | +83.2% | -92.0% | +175.3% | +78.2% |
| All | +235.4% | -21.5% | +256.9% | +211.4% |
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 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