+106.6%
ARES vs UPST
-88.8%
+195.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.7% |
| 7D | -1.7% | -3.5% | +1.9% | -1.1% |
| 30D | +0.3% | -7.1% | +7.4% | +1.4% |
| 3M | +8.5% | -13.1% | +21.6% | +10.5% |
| 6M | +23.5% | -1.1% | +24.6% | +22.9% |
| YTD | -11.2% | -35.9% | +24.6% | -6.1% |
| 1Y | -19.3% | -57.4% | +38.1% | -10.2% |
| 3Y | +48.7% | -14.9% | +63.5% | +37.3% |
| All | +106.6% | -88.8% | +195.4% | +95.2% |
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