+37.1%
AVAV vs UPST
-15.8%
+53.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.1% | +11.6% | +10.6% |
| 7D | -10.6% | -4.9% | -5.7% | -10.2% |
| 30D | -18.8% | -8.9% | -9.9% | -18.0% |
| 3M | -34.1% | -26.3% | -7.8% | -32.0% |
| 6M | -35.3% | -23.7% | -11.6% | -33.4% |
| YTD | -53.4% | -49.9% | -3.4% | -50.0% |
| 1Y | -65.6% | -42.0% | -23.7% | -63.7% |
| 3Y | -5.1% | -25.3% | +20.2% | -9.2% |
| 5Y | +18.5% | -93.4% | +111.9% | +17.6% |
| All | +37.1% | -15.8% | +53.0% | +8.8% |
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