+431.8%
APH vs UPST
+7.9%
+423.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | +5.0% | -3.5% | +8.5% | +5.2% |
| 30D | -3.9% | -7.1% | +3.2% | -3.4% |
| 3M | +13.0% | -13.1% | +26.0% | +14.1% |
| 6M | +25.2% | -1.1% | +26.2% | +24.7% |
| YTD | +22.9% | -35.9% | +58.8% | +26.2% |
| 1Y | +47.8% | -57.4% | +105.3% | +55.7% |
| 3Y | +283.0% | -14.9% | +297.9% | +267.7% |
| 5Y | +349.7% | -88.7% | +438.3% | +331.4% |
| All | +431.8% | +7.9% | +423.9% | +383.8% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling