+361.0%
APH vs UPST
-14.8%
+375.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.3% | -4.0% | -8.9% |
| 7D | -12.7% | -10.9% | -1.8% | -12.0% |
| 30D | -19.2% | -7.2% | -12.0% | -18.8% |
| 3M | -16.7% | -26.7% | +10.0% | -14.8% |
| 6M | +5.1% | -29.0% | +34.1% | +7.6% |
| YTD | +6.6% | -49.4% | +55.9% | +11.3% |
| 1Y | +3.9% | -47.0% | +50.9% | +8.0% |
| 3Y | +246.0% | -27.0% | +273.0% | +236.8% |
| 5Y | +268.0% | -93.3% | +361.3% | +262.0% |
| All | +361.0% | -14.8% | +375.8% | +326.6% |
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