-9.0%
AUR vs UPST
-48.7%
+39.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +9.4% | -13.9% | -8.3% |
| 7D | -19.8% | -3.1% | -16.7% | -19.3% |
| 30D | -29.0% | -4.0% | -25.1% | -28.2% |
| 3M | -43.6% | -22.9% | -20.7% | -37.6% |
| 6M | -36.6% | -27.1% | -9.5% | -28.8% |
| YTD | +6.3% | -46.5% | +52.8% | +29.6% |
| 1Y | -9.0% | -49.4% | +40.4% | +12.7% |
| All | -9.0% | -48.7% | +39.7% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling