+876.0%
AVGO vs UPST
+3.8%
+872.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.8% | +6.8% | +3.3% |
| 7D | -0.3% | -1.5% | +1.2% | -0.2% |
| 30D | -13.8% | -13.2% | -0.6% | -12.8% |
| 3M | -6.9% | -13.0% | +6.0% | -5.9% |
| 6M | +11.9% | -2.9% | +14.8% | +11.6% |
| YTD | +6.9% | -38.3% | +45.2% | +10.6% |
| 1Y | +7.4% | -60.5% | +67.9% | +15.1% |
| 3Y | +345.6% | -11.7% | +357.3% | +328.3% |
| 5Y | +718.9% | -90.2% | +809.1% | +695.6% |
| All | +876.0% | +3.8% | +872.2% | +764.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling