+174.6%
ARM vs UPST
-28.1%
+202.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.9% | +5.0% |
| 7D | -15.2% | -4.9% | -10.3% | -14.2% |
| 30D | -40.7% | -8.9% | -31.8% | -39.3% |
| 3M | -39.1% | -26.3% | -12.8% | -34.6% |
| 6M | -26.4% | -23.7% | -2.7% | -21.6% |
| YTD | +59.7% | -49.9% | +109.7% | +84.4% |
| 1Y | +10.3% | -42.0% | +52.3% | +22.3% |
| 3Y | +228.9% | -25.3% | +254.1% | +203.8% |
| All | +174.6% | -28.1% | +202.7% | +158.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling