+474.1%
AU vs UPST
+7.9%
+466.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.3% |
| 7D | -3.6% | -3.5% | -0.1% | -3.5% |
| 30D | +23.9% | -7.1% | +31.0% | +24.3% |
| 3M | +19.1% | -13.1% | +32.2% | +19.8% |
| 6M | -0.2% | -1.1% | +0.9% | -0.2% |
| YTD | +32.5% | -35.9% | +68.3% | +34.3% |
| 1Y | +96.9% | -57.4% | +154.4% | +102.3% |
| 3Y | +614.7% | -14.9% | +629.6% | +587.6% |
| 5Y | +647.7% | -88.7% | +736.4% | +621.3% |
| All | +474.1% | +7.9% | +466.2% | +423.9% |
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 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