+20.1%
APD vs UPST
-47.3%
+67.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.5% |
| 7D | -3.7% | -4.9% | +1.2% | -3.7% |
| 30D | +9.6% | -8.9% | +18.5% | +9.5% |
| 3M | +1.6% | -26.3% | +28.0% | +1.3% |
| 6M | +2.2% | -23.7% | +25.9% | +2.0% |
| YTD | +25.9% | -49.9% | +75.8% | +27.8% |
| 1Y | +20.1% | -42.0% | +62.1% | +18.5% |
| All | +20.1% | -47.3% | +67.4% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling