+7.3%
AVAV vs UPST
-93.2%
+100.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -5.3% | -4.5% | -9.1% |
| 7D | -24.3% | -10.9% | -13.4% | -23.2% |
| 30D | -28.9% | -7.2% | -21.7% | -28.3% |
| 3M | -39.3% | -26.7% | -12.6% | -36.9% |
| 6M | -38.8% | -29.0% | -9.8% | -36.1% |
| YTD | -57.8% | -49.4% | -8.4% | -54.3% |
| 1Y | -70.9% | -47.0% | -23.9% | -68.7% |
| 3Y | -14.8% | -27.0% | +12.2% | -19.4% |
| 5Y | +7.3% | -93.3% | +100.6% | -5.5% |
| All | +7.3% | -93.2% | +100.5% | -5.5% |
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