-67.5%
APTV vs UPST
-14.4%
-53.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.5% | +1.0% |
| 7D | -9.8% | +4.4% | -14.2% | -10.2% |
| 30D | -8.9% | -7.7% | -1.2% | -8.1% |
| 3M | -19.5% | -28.4% | +9.0% | -16.4% |
| 6M | -31.1% | -23.2% | -7.9% | -29.4% |
| YTD | -47.5% | -49.1% | +1.6% | -44.0% |
| 1Y | -52.3% | -42.4% | -9.9% | -49.9% |
| 3Y | -45.2% | +5.4% | -50.5% | -49.9% |
| 5Y | -76.9% | -92.9% | +16.0% | -77.7% |
| All | -67.5% | -14.4% | -53.1% | -72.1% |
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 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