+199.6%
ARM vs UPST
-35.8%
+235.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.8% | -5.2% |
| 7D | +9.1% | -10.6% | +19.8% | +12.2% |
| 30D | -19.9% | -14.0% | -6.0% | -17.0% |
| 3M | -31.6% | -36.8% | +5.2% | -23.7% |
| 6M | -13.9% | -27.5% | +13.7% | -6.9% |
| YTD | +74.3% | -55.3% | +129.6% | +106.8% |
| 1Y | +35.8% | -47.5% | +83.3% | +54.3% |
| 3Y | +268.6% | -10.4% | +279.0% | +230.6% |
| All | +199.6% | -35.8% | +235.4% | +189.5% |
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