+50.2%
AVAV vs UPST
-21.5%
+71.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.3% | +5.5% | -1.8% |
| 7D | 0.0% | -4.5% | +4.5% | +0.4% |
| 30D | -9.9% | -15.3% | +5.4% | -8.3% |
| 3M | -34.7% | -32.4% | -2.3% | -31.9% |
| 6M | -26.6% | -29.5% | +2.9% | -23.7% |
| YTD | -48.9% | -53.3% | +4.4% | -44.8% |
| 1Y | -63.0% | -47.4% | -15.7% | -60.5% |
| 3Y | +1.6% | -2.2% | +3.8% | -4.7% |
| 5Y | +34.5% | -92.0% | +126.5% | +32.6% |
| All | +50.2% | -21.5% | +71.7% | +20.1% |
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