-61.0%
APTV vs UPST
+7.9%
-68.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.3% |
| 7D | +4.8% | -3.5% | +8.4% | +5.2% |
| 30D | +2.0% | -7.1% | +9.1% | +2.9% |
| 3M | -34.2% | -13.1% | -21.2% | -33.3% |
| 6M | -34.7% | -1.1% | -33.6% | -35.1% |
| YTD | -37.0% | -35.9% | -1.1% | -34.4% |
| 1Y | -40.4% | -57.4% | +17.0% | -35.4% |
| 3Y | -54.1% | -14.9% | -39.2% | -57.4% |
| 5Y | -68.0% | -88.7% | +20.6% | -70.3% |
| All | -61.0% | +7.9% | -68.9% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling