+11.8%
APD vs UPST
-93.3%
+105.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +2.0% |
| 7D | -1.6% | +4.4% | -6.0% | -1.8% |
| 30D | +10.6% | -7.7% | +18.3% | +10.9% |
| 3M | +2.5% | -28.4% | +31.0% | +4.0% |
| 6M | +6.0% | -23.2% | +29.1% | +6.9% |
| YTD | +28.4% | -49.1% | +77.6% | +31.7% |
| 1Y | +22.2% | -42.4% | +64.5% | +24.3% |
| 3Y | +26.6% | +5.4% | +21.2% | +20.5% |
| 5Y | +11.8% | -92.9% | +104.7% | +11.6% |
| All | +11.8% | -93.3% | +105.1% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling