+75.9%
AVAV vs UPST
+7.9%
+68.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | -2.2% | -3.5% | +1.3% | -1.8% |
| 30D | -13.9% | -7.1% | -6.8% | -13.2% |
| 3M | -29.2% | -13.1% | -16.2% | -28.1% |
| 6M | -36.1% | -1.1% | -35.0% | -36.1% |
| YTD | -40.2% | -35.9% | -4.3% | -37.5% |
| 1Y | -36.2% | -57.4% | +21.2% | -31.1% |
| 3Y | +47.5% | -14.9% | +62.4% | +38.6% |
| 5Y | +39.3% | -88.7% | +127.9% | +31.9% |
| All | +75.9% | +7.9% | +68.0% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling