+333.0%
APP vs UPST
-88.8%
+421.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.9% | +2.7% |
| 7D | +0.9% | -3.5% | +4.4% | +1.9% |
| 30D | -23.3% | -7.1% | -16.2% | -21.7% |
| 3M | -42.6% | -13.1% | -29.6% | -40.4% |
| 6M | -33.6% | -1.1% | -32.5% | -33.7% |
| YTD | -52.4% | -35.9% | -16.6% | -46.7% |
| 1Y | -35.9% | -57.4% | +21.5% | -21.2% |
| 3Y | +642.2% | -14.9% | +657.1% | +542.6% |
| All | +333.0% | -88.8% | +421.8% | +346.2% |
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