+311.9%
ATI vs UPST
-4.9%
+316.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.9% | -4.0% |
| 7D | +4.2% | -10.6% | +14.8% | +5.6% |
| 30D | -2.5% | -14.0% | +11.5% | -0.9% |
| 3M | -19.4% | -36.8% | +17.4% | -14.8% |
| 6M | +11.1% | -27.5% | +38.6% | +14.9% |
| YTD | +59.5% | -55.3% | +114.8% | +73.5% |
| 1Y | +85.8% | -47.5% | +133.3% | +97.4% |
| 3Y | +311.9% | -10.4% | +322.3% | +313.5% |
| All | +311.9% | -4.9% | +316.8% | +313.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling