+261.6%
APP vs UPST
-93.2%
+354.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.3% | +36.3% | +32.6% |
| 7D | +39.7% | -10.9% | +50.6% | +44.1% |
| 30D | +27.7% | -7.2% | +34.9% | +30.2% |
| 3M | -14.8% | -26.7% | +11.9% | -7.1% |
| 6M | -25.5% | -29.0% | +3.5% | -18.3% |
| YTD | -47.2% | -49.4% | +2.2% | -36.7% |
| 1Y | -42.3% | -47.0% | +4.7% | -32.2% |
| 3Y | +806.8% | -27.0% | +833.8% | +720.9% |
| 5Y | +261.6% | -93.3% | +355.0% | +337.1% |
| All | +261.6% | -93.2% | +354.8% | +337.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling