-77.5%
APTV vs UPST
-92.5%
+15.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | -1.7% | -10.6% | +8.9% | -0.1% |
| 30D | -11.6% | -14.0% | +2.4% | -9.7% |
| 3M | -21.2% | -36.8% | +15.7% | -15.7% |
| 6M | -28.5% | -27.5% | -1.0% | -25.6% |
| YTD | -49.1% | -55.3% | +6.2% | -43.5% |
| 1Y | -52.2% | -47.5% | -4.6% | -48.4% |
| 3Y | -48.6% | -10.4% | -38.2% | -54.2% |
| All | -77.5% | -92.5% | +15.0% | -77.4% |
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 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