-21.9%
AS vs UPST
-56.5%
+34.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.9% |
| 7D | -4.9% | -3.5% | -1.4% | -4.2% |
| 30D | -19.6% | -7.1% | -12.5% | -18.4% |
| 3M | -14.4% | -13.1% | -1.3% | -12.3% |
| 6M | -20.1% | -1.1% | -19.0% | -21.7% |
| YTD | -20.9% | -35.9% | +14.9% | -16.7% |
| 1Y | -21.9% | -57.4% | +35.6% | -14.7% |
| All | -21.9% | -56.5% | +34.7% | -14.7% |
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