+503.8%
APP vs UPST
-82.5%
+586.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.9% | +4.1% | -0.8% |
| 7D | +10.6% | -13.5% | +24.1% | +15.0% |
| 30D | +44.6% | -19.6% | +64.2% | +53.1% |
| 3M | +29.6% | -34.2% | +63.8% | +44.7% |
| 6M | -19.8% | -31.2% | +11.4% | -11.4% |
| YTD | -41.6% | -56.2% | +14.6% | -27.7% |
| 1Y | -32.7% | -51.7% | +19.0% | -19.3% |
| 3Y | +799.0% | -8.2% | +807.3% | +688.1% |
| 5Y | +250.4% | -92.8% | +343.1% | +284.9% |
| All | +503.8% | -82.5% | +586.3% | +366.4% |
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