+506.6%
APP vs UPST
-81.3%
+587.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.3% | +4.7% | -1.2% |
| 7D | +61.1% | -4.5% | +65.6% | +62.6% |
| 30D | +42.8% | -15.3% | +58.1% | +49.0% |
| 3M | +16.7% | -32.4% | +49.1% | +29.4% |
| 6M | -15.6% | -29.5% | +13.9% | -7.5% |
| YTD | -41.3% | -53.3% | +12.0% | -28.7% |
| 1Y | -39.3% | -47.4% | +8.1% | -28.9% |
| 3Y | +803.2% | -2.2% | +805.4% | +678.1% |
| 5Y | +313.2% | -92.0% | +405.2% | +343.8% |
| All | +506.6% | -81.3% | +587.9% | +360.4% |
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 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