+193.0%
ARM vs UPST
-27.0%
+219.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.0% | +6.3% |
| 7D | -5.3% | +4.4% | -9.7% | -6.4% |
| 30D | -30.0% | -7.7% | -22.4% | -28.6% |
| 3M | -34.1% | -28.4% | -5.6% | -28.6% |
| 6M | -12.6% | -23.2% | +10.5% | -7.0% |
| YTD | +70.4% | -49.1% | +119.6% | +95.9% |
| 1Y | +22.3% | -42.4% | +64.6% | +35.8% |
| 3Y | +261.2% | +5.4% | +255.8% | +211.3% |
| All | +193.0% | -27.0% | +219.9% | +174.3% |
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