+10.0%
APD vs UPST
-93.6%
+103.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -3.7% | -4.9% | +1.2% | -3.4% |
| 30D | +9.6% | -8.9% | +18.5% | +10.0% |
| 3M | +1.6% | -26.3% | +28.0% | +3.0% |
| 6M | +2.2% | -23.7% | +25.9% | +3.1% |
| YTD | +25.9% | -49.9% | +75.8% | +29.2% |
| 1Y | +20.1% | -42.0% | +62.1% | +22.2% |
| 3Y | +12.4% | -25.3% | +37.7% | +8.6% |
| All | +10.0% | -93.6% | +103.5% | +9.8% |
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 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