-55.4%
APP vs UPST
-48.7%
-6.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.4% | +1.3% | +6.1% |
| 7D | +4.5% | -3.1% | +7.7% | +6.1% |
| 30D | -3.6% | -4.0% | +0.4% | -1.8% |
| 3M | -35.3% | -22.9% | -12.4% | -27.4% |
| 6M | -42.8% | -27.1% | -15.7% | -34.8% |
| YTD | -59.7% | -46.5% | -13.1% | -52.7% |
| 1Y | -55.4% | -49.4% | -5.9% | -47.3% |
| All | -55.4% | -48.7% | -6.7% | -47.3% |
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 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