+618.4%
AU vs UPST
-14.8%
+633.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.8% |
| 7D | -0.3% | -1.5% | +1.2% | -0.2% |
| 30D | +12.8% | -13.2% | +26.0% | +14.0% |
| 3M | +28.5% | -13.0% | +41.4% | +29.8% |
| 6M | +4.8% | -2.9% | +7.7% | +4.9% |
| YTD | +31.0% | -38.3% | +69.3% | +34.2% |
| 1Y | +81.4% | -60.5% | +141.9% | +90.2% |
| 3Y | +618.4% | -11.7% | +630.2% | +531.9% |
| All | +618.4% | -14.8% | +633.2% | +531.9% |
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 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