+247.4%
APA vs UPST
-20.9%
+268.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.6% |
| 7D | +5.1% | -12.1% | +17.1% | +5.8% |
| 30D | +0.3% | -13.4% | +13.7% | +0.9% |
| 3M | +15.6% | -31.2% | +46.9% | +17.7% |
| 6M | +28.9% | -28.3% | +57.2% | +30.3% |
| YTD | +96.6% | -53.0% | +149.5% | +102.6% |
| 1Y | +95.5% | -47.2% | +142.7% | +99.7% |
| 3Y | +41.8% | -1.5% | +43.3% | +36.2% |
| 5Y | +85.4% | -91.6% | +177.1% | +80.3% |
| All | +247.4% | -20.9% | +268.3% | +222.5% |
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