+86.1%
ARM vs UPST
-56.5%
+142.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.6% | +4.4% |
| 7D | +5.5% | -3.5% | +9.0% | +6.5% |
| 30D | -8.2% | -7.1% | -1.1% | -6.4% |
| 3M | -35.9% | -13.1% | -22.8% | -33.4% |
| 6M | +103.1% | -1.1% | +104.2% | +102.0% |
| YTD | +130.6% | -35.9% | +166.5% | +146.3% |
| 1Y | +86.1% | -57.4% | +143.5% | +101.6% |
| All | +86.1% | -56.5% | +142.6% | +101.6% |
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