+47.8%
APH vs UPST
-56.5%
+104.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | +5.0% | -3.5% | +8.5% | +5.6% |
| 30D | -3.9% | -7.1% | +3.2% | -2.7% |
| 3M | +13.0% | -13.1% | +26.0% | +15.6% |
| 6M | +25.2% | -1.1% | +26.2% | +23.4% |
| YTD | +22.9% | -35.9% | +58.8% | +27.7% |
| 1Y | +47.8% | -57.4% | +105.3% | +53.7% |
| All | +47.8% | -56.5% | +104.4% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling