+14.1%
APD vs UPST
-28.6%
+42.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.4% | -2.7% |
| 7D | -0.7% | -10.9% | +10.1% | -0.3% |
| 30D | +10.1% | -7.2% | +17.3% | +10.4% |
| 3M | +4.9% | -26.7% | +31.6% | +6.0% |
| 6M | +2.5% | -29.0% | +31.4% | +3.5% |
| YTD | +27.8% | -49.4% | +77.2% | +30.7% |
| 1Y | +32.9% | -47.0% | +79.8% | +35.3% |
| All | +14.1% | -28.6% | +42.7% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling