+19.3%
ARM vs UPST
-48.7%
+68.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +9.4% | -14.7% | -8.1% |
| 7D | -18.7% | -3.1% | -15.5% | -17.9% |
| 30D | -36.7% | -4.0% | -32.7% | -35.9% |
| 3M | -31.6% | -22.9% | -8.7% | -26.5% |
| 6M | -5.6% | -27.1% | +21.5% | +2.6% |
| YTD | +75.5% | -46.5% | +122.0% | +94.5% |
| 1Y | +19.3% | -49.4% | +68.8% | +33.2% |
| All | +19.3% | -48.7% | +68.0% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling