-34.9%
AUR vs UPST
-71.0%
+36.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.8% | +6.5% | +3.7% |
| 7D | +19.2% | -1.5% | +20.7% | +19.7% |
| 30D | -7.8% | -13.2% | +5.4% | -4.3% |
| 3M | +4.0% | -13.0% | +17.0% | +7.8% |
| 6M | +45.0% | -2.9% | +47.9% | +44.9% |
| YTD | +69.5% | -38.3% | +107.8% | +89.4% |
| 1Y | +13.0% | -60.5% | +73.5% | +40.8% |
| 3Y | +90.4% | -11.7% | +102.1% | +66.8% |
| 5Y | -34.2% | -90.2% | +56.0% | -41.2% |
| All | -34.9% | -71.0% | +36.1% | -41.7% |
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 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