+1,023.0%
ATI vs UPST
-14.4%
+1,037.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.5% | +5.0% |
| 7D | +6.0% | +4.4% | +1.6% | +5.6% |
| 30D | -3.6% | -7.7% | +4.0% | -3.2% |
| 3M | -18.9% | -28.4% | +9.6% | -16.9% |
| 6M | +16.7% | -23.2% | +39.9% | +18.6% |
| YTD | +61.1% | -49.1% | +110.2% | +67.7% |
| 1Y | +89.3% | -42.4% | +131.7% | +95.0% |
| 3Y | +333.3% | +5.4% | +328.0% | +316.6% |
| 5Y | +954.5% | -92.9% | +1,047.4% | +943.8% |
| All | +1,023.0% | -14.4% | +1,037.4% | +967.9% |
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