-56.5%
AUR vs UPST
-79.4%
+22.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.9% | +1.4% | -3.6% |
| 7D | +7.9% | -13.5% | +21.4% | +12.2% |
| 30D | -18.5% | -19.6% | +1.1% | -13.9% |
| 3M | -36.7% | -34.2% | -2.5% | -29.5% |
| 6M | -39.8% | -31.2% | -8.5% | -34.1% |
| YTD | +13.3% | -56.2% | +69.5% | +38.2% |
| 1Y | +2.8% | -51.7% | +54.5% | +22.0% |
| 3Y | +139.7% | -8.2% | +147.9% | +112.8% |
| 5Y | -56.5% | -92.8% | +36.3% | -57.7% |
| All | -56.5% | -79.4% | +22.9% | -57.4% |
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 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