+527.5%
APP vs UPST
-82.1%
+609.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.1% | +1.8% | +3.3% |
| 7D | +4.6% | -10.6% | +15.2% | +7.9% |
| 30D | +56.0% | -14.0% | +70.0% | +62.1% |
| 3M | +30.8% | -36.8% | +67.7% | +47.8% |
| 6M | -9.8% | -27.5% | +17.7% | -1.9% |
| YTD | -39.3% | -55.3% | +16.0% | -25.3% |
| 1Y | -26.4% | -47.5% | +21.1% | -13.7% |
| 3Y | +887.9% | -10.4% | +898.4% | +772.3% |
| 5Y | +264.1% | -92.6% | +356.7% | +297.7% |
| All | +527.5% | -82.1% | +609.6% | +381.8% |
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