+403.4%
APH vs UPST
-24.8%
+428.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.9% | -1.9% |
| 7D | +4.9% | -10.6% | +15.5% | +5.8% |
| 30D | -5.4% | -14.0% | +8.6% | -4.4% |
| 3M | -5.5% | -36.8% | +31.4% | -2.2% |
| 6M | +25.9% | -27.5% | +53.4% | +28.7% |
| YTD | +16.4% | -55.3% | +71.6% | +22.7% |
| 1Y | +16.5% | -47.5% | +64.0% | +21.2% |
| 3Y | +270.9% | -10.4% | +281.3% | +258.3% |
| 5Y | +289.5% | -92.6% | +382.1% | +284.9% |
| All | +403.4% | -24.8% | +428.1% | +370.3% |
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