-47.0%
APTV vs UPST
-29.4%
-17.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.3% | -3.3% |
| 7D | -10.2% | -4.9% | -5.3% | -9.6% |
| 30D | -10.8% | -8.9% | -1.9% | -9.7% |
| 3M | -14.8% | -26.3% | +11.5% | -11.1% |
| 6M | -30.6% | -23.7% | -6.8% | -28.3% |
| YTD | -48.2% | -49.9% | +1.8% | -43.7% |
| 1Y | -52.0% | -42.0% | -10.0% | -49.0% |
| 3Y | -47.0% | -25.3% | -21.7% | -49.3% |
| All | -47.0% | -29.4% | -17.6% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling