+231.1%
APA vs UPST
-14.4%
+245.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -8.7% | +4.4% | -13.2% | -9.0% |
| 30D | -2.4% | -7.7% | +5.3% | -2.1% |
| 3M | +19.0% | -28.4% | +47.4% | +20.9% |
| 6M | +26.8% | -23.2% | +50.0% | +27.7% |
| YTD | +87.3% | -49.1% | +136.5% | +92.3% |
| 1Y | +92.3% | -42.4% | +134.7% | +95.5% |
| 3Y | +37.3% | +5.4% | +31.9% | +31.3% |
| 5Y | +73.2% | -92.9% | +166.1% | +67.8% |
| All | +231.1% | -14.4% | +245.6% | +206.1% |
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