+354.2%
AU vs UPST
-24.8%
+379.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.6% |
| 7D | -7.2% | -10.6% | +3.4% | -6.7% |
| 30D | -2.9% | -14.0% | +11.1% | -2.2% |
| 3M | -8.7% | -36.8% | +28.2% | -6.7% |
| 6M | -14.1% | -27.5% | +13.4% | -12.8% |
| YTD | +4.8% | -55.3% | +60.1% | +8.0% |
| 1Y | +11.9% | -47.5% | +59.4% | +14.5% |
| 3Y | +513.8% | -10.4% | +524.2% | +493.9% |
| 5Y | +379.3% | -92.6% | +471.9% | +372.9% |
| All | +354.2% | -24.8% | +379.0% | +321.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling