+162.2%
ARM vs UPST
-27.3%
+189.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.3% | -7.8% | -11.7% |
| 7D | -27.1% | -10.9% | -16.3% | -25.0% |
| 30D | -44.9% | -7.2% | -37.7% | -43.9% |
| 3M | -39.3% | -26.7% | -12.6% | -34.7% |
| 6M | -20.2% | -29.0% | +8.8% | -13.8% |
| YTD | +52.5% | -49.4% | +101.9% | +75.5% |
| 1Y | +4.1% | -47.0% | +51.0% | +17.8% |
| 3Y | +211.7% | -27.0% | +238.7% | +191.7% |
| All | +162.2% | -27.3% | +189.5% | +145.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling