+180.9%
APO vs UPST
-14.4%
+195.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.0% | +4.5% |
| 7D | +2.3% | +4.4% | -2.1% | +1.8% |
| 30D | +3.0% | -7.7% | +10.7% | +3.8% |
| 3M | -3.7% | -28.4% | +24.7% | -0.3% |
| 6M | -7.5% | -23.2% | +15.7% | -5.3% |
| YTD | -14.5% | -49.1% | +34.6% | -9.1% |
| 1Y | -6.2% | -42.4% | +36.2% | -1.6% |
| 3Y | +51.9% | +5.4% | +46.6% | +43.6% |
| 5Y | +76.5% | -92.9% | +169.4% | +72.2% |
| All | +180.9% | -14.4% | +195.4% | +175.9% |
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 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