+139.2%
AS vs UPST
-27.4%
+166.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.4% | -4.3% | +3.3% |
| 7D | +13.8% | -3.1% | +16.9% | +14.2% |
| 30D | +16.7% | -4.0% | +20.7% | +17.2% |
| 3M | -11.5% | -22.9% | +11.4% | -7.5% |
| 6M | -5.5% | -27.1% | +21.6% | -1.0% |
| YTD | -14.2% | -46.5% | +32.3% | -6.1% |
| 1Y | +2.1% | -49.4% | +51.5% | +12.2% |
| All | +139.2% | -27.4% | +166.5% | +132.8% |
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 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