+42.9%
AVAV vs UPST
-24.8%
+67.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.9% | -3.0% |
| 7D | +4.2% | -10.6% | +14.9% | +5.5% |
| 30D | -2.6% | -14.0% | +11.4% | -1.0% |
| 3M | -38.0% | -36.8% | -1.1% | -34.8% |
| 6M | -27.0% | -27.5% | +0.5% | -24.3% |
| YTD | -51.4% | -55.3% | +3.9% | -47.3% |
| 1Y | -60.2% | -47.5% | -12.7% | -57.5% |
| 3Y | -6.7% | -10.4% | +3.8% | -11.6% |
| 5Y | +28.3% | -92.6% | +120.9% | +27.4% |
| All | +42.9% | -24.8% | +67.7% | +14.8% |
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