+19.6%
AVAV vs UPST
-93.6%
+113.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.1% | +11.6% | +10.6% |
| 7D | -10.6% | -4.9% | -5.7% | -10.1% |
| 30D | -18.8% | -8.9% | -9.9% | -17.9% |
| 3M | -34.1% | -26.3% | -7.8% | -31.6% |
| 6M | -35.3% | -23.7% | -11.6% | -33.0% |
| YTD | -53.4% | -49.9% | -3.4% | -49.4% |
| 1Y | -65.6% | -42.0% | -23.7% | -63.4% |
| 3Y | -5.1% | -25.3% | +20.2% | -10.5% |
| All | +19.6% | -93.6% | +113.2% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling