-14.1%
AVAV vs UPST
-28.6%
+14.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -5.3% | -4.5% | -9.1% |
| 7D | -24.3% | -10.9% | -13.4% | -23.1% |
| 30D | -28.9% | -7.2% | -21.7% | -28.2% |
| 3M | -39.3% | -26.7% | -12.6% | -36.6% |
| 6M | -38.8% | -29.0% | -9.8% | -35.8% |
| YTD | -57.8% | -49.4% | -8.4% | -54.2% |
| 1Y | -70.9% | -47.0% | -23.9% | -68.6% |
| All | -14.1% | -28.6% | +14.5% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling