-26.3%
APH vs UPST
-56.5%
+30.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.2% | -45.6% | -47.3% |
| 7D | -48.7% | -7.9% | -40.8% | -47.7% |
| 30D | -51.9% | -7.1% | -44.8% | -51.1% |
| 3M | -43.6% | -13.1% | -30.5% | -41.9% |
| 6M | -37.5% | -1.1% | -36.4% | -38.1% |
| YTD | -38.6% | -35.9% | -2.8% | -35.9% |
| 1Y | -26.3% | -57.4% | +31.1% | -23.0% |
| All | -26.3% | -56.5% | +30.2% | -23.0% |
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