+12.8%
APD vs UPST
-93.2%
+106.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.4% | -2.7% |
| 7D | -0.7% | -10.9% | +10.1% | -0.2% |
| 30D | +10.1% | -7.2% | +17.3% | +10.4% |
| 3M | +4.9% | -26.7% | +31.6% | +6.3% |
| 6M | +2.5% | -29.0% | +31.4% | +3.7% |
| YTD | +27.8% | -49.4% | +77.2% | +31.1% |
| 1Y | +32.9% | -47.0% | +79.8% | +35.7% |
| 3Y | +13.4% | -27.0% | +40.4% | +9.7% |
| 5Y | +12.8% | -93.3% | +106.1% | +12.1% |
| All | +12.8% | -93.2% | +106.0% | +12.1% |
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