-68.4%
APTV vs UPST
-26.3%
-42.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.9% | +5.3% | -0.7% |
| 7D | -5.0% | -13.5% | +8.5% | -3.4% |
| 30D | -12.3% | -19.6% | +7.3% | -10.1% |
| 3M | -19.9% | -34.2% | +14.2% | -16.1% |
| 6M | -29.4% | -31.2% | +1.8% | -26.6% |
| YTD | -49.0% | -56.2% | +7.2% | -44.6% |
| 1Y | -53.1% | -51.7% | -1.4% | -49.7% |
| 3Y | -48.9% | -8.2% | -40.6% | -52.5% |
| 5Y | -77.2% | -92.8% | +15.5% | -77.8% |
| All | -68.4% | -26.3% | -42.1% | -72.4% |
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