+47.1%
APO vs UPST
-29.4%
+76.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +0.8% | -4.9% | +5.7% | +1.6% |
| 30D | +1.0% | -8.9% | +9.9% | +2.4% |
| 3M | -8.4% | -26.3% | +17.9% | -4.1% |
| 6M | -9.1% | -23.7% | +14.6% | -6.0% |
| YTD | -18.3% | -49.9% | +31.6% | -10.6% |
| 1Y | -8.0% | -42.0% | +34.0% | -1.7% |
| 3Y | +47.1% | -25.3% | +72.3% | +53.4% |
| All | +47.1% | -29.4% | +76.4% | +53.4% |
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