+48.3%
APO vs UPST
-6.9%
+55.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.9% | +5.6% | -0.1% |
| 7D | +3.5% | -13.5% | +17.0% | +6.0% |
| 30D | +4.4% | -19.6% | +24.0% | +8.0% |
| 3M | -12.1% | -34.2% | +22.1% | -6.0% |
| 6M | -7.2% | -31.2% | +24.0% | -2.3% |
| YTD | -15.1% | -56.2% | +41.1% | -4.7% |
| 1Y | -7.7% | -51.7% | +44.0% | +1.9% |
| All | +48.3% | -6.9% | +55.2% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling