+379.9%
APH vs UPST
-15.8%
+395.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.2% | +4.2% |
| 7D | -5.9% | -4.9% | -1.0% | -5.6% |
| 30D | -14.8% | -8.9% | -5.9% | -14.3% |
| 3M | -12.4% | -26.3% | +13.9% | -10.5% |
| 6M | +8.1% | -23.7% | +31.8% | +10.0% |
| YTD | +10.9% | -49.9% | +60.9% | +16.0% |
| 1Y | +8.8% | -42.0% | +50.7% | +12.3% |
| 3Y | +262.1% | -25.3% | +287.4% | +251.9% |
| 5Y | +283.1% | -93.4% | +376.5% | +277.3% |
| All | +379.9% | -15.8% | +395.7% | +344.6% |
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