+3.9%
APH vs UPST
-43.8%
+47.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.3% | -4.0% | -8.2% |
| 7D | -12.7% | -10.9% | -1.8% | -10.7% |
| 30D | -19.2% | -7.2% | -12.0% | -18.0% |
| 3M | -16.7% | -26.7% | +10.0% | -11.4% |
| 6M | +5.1% | -29.0% | +34.1% | +11.9% |
| YTD | +6.6% | -49.4% | +55.9% | +17.5% |
| 1Y | +3.9% | -47.0% | +50.9% | +12.9% |
| All | +3.9% | -43.8% | +47.7% | +12.9% |
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