+500.0%
APP vs UPST
-80.0%
+580.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.1% | +11.0% | +10.2% |
| 7D | +71.2% | -4.9% | +76.1% | +72.9% |
| 30D | +39.1% | -8.9% | +47.9% | +42.3% |
| 3M | +16.5% | -26.3% | +42.9% | +26.2% |
| 6M | -16.6% | -23.7% | +7.2% | -10.5% |
| YTD | -41.9% | -49.9% | +8.0% | -30.8% |
| 1Y | -37.0% | -42.0% | +4.9% | -28.2% |
| 3Y | +892.4% | -25.3% | +917.7% | +804.3% |
| 5Y | +297.3% | -93.4% | +390.7% | +333.5% |
| All | +500.0% | -80.0% | +580.0% | +346.7% |
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