+412.3%
APH vs UPST
-26.3%
+438.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.2% | +0.9% |
| 7D | +11.1% | -13.5% | +24.6% | +12.4% |
| 30D | -7.3% | -19.6% | +12.3% | -5.8% |
| 3M | -6.2% | -34.2% | +28.0% | -3.2% |
| 6M | +24.9% | -31.2% | +56.1% | +28.2% |
| YTD | +18.4% | -56.2% | +74.6% | +25.1% |
| 1Y | +13.0% | -51.7% | +64.7% | +18.3% |
| 3Y | +276.4% | -8.2% | +284.6% | +263.3% |
| 5Y | +296.4% | -92.8% | +389.2% | +292.5% |
| All | +412.3% | -26.3% | +438.6% | +379.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling