-35.7%
AUR vs UPST
-72.5%
+36.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.0% |
| 7D | +1.4% | -8.8% | +10.2% | +3.9% |
| 30D | -6.4% | -12.1% | +5.7% | -3.2% |
| 3M | +7.7% | -19.5% | +27.2% | +14.0% |
| 6M | +44.5% | -6.8% | +51.3% | +46.1% |
| YTD | +67.4% | -41.5% | +108.9% | +89.7% |
| 1Y | +15.4% | -58.9% | +74.3% | +42.4% |
| 3Y | +94.8% | -15.2% | +110.0% | +72.6% |
| 5Y | -35.1% | -90.5% | +55.4% | -41.2% |
| All | -35.7% | -72.5% | +36.8% | -41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling