+80.9%
ARES vs UPST
-92.2%
+173.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.9% | +3.5% | -2.2% |
| 7D | -0.3% | -13.5% | +13.2% | +2.0% |
| 30D | +15.3% | -19.6% | +34.9% | +19.1% |
| 3M | -5.4% | -34.2% | +28.8% | +0.8% |
| 6M | +10.0% | -31.2% | +41.2% | +15.9% |
| YTD | -14.7% | -56.2% | +41.5% | -4.3% |
| 1Y | -9.7% | -51.7% | +42.0% | -0.4% |
| 3Y | +35.8% | -8.2% | +44.1% | +25.7% |
| 5Y | +80.9% | -92.8% | +173.6% | +87.2% |
| All | +80.9% | -92.2% | +173.1% | +87.2% |
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