+297.5%
AVGO vs UPST
-6.9%
+304.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.9% | +12.4% | +6.6% |
| 7D | +25.0% | -13.5% | +38.5% | +27.7% |
| 30D | +2.0% | -19.6% | +21.6% | +5.3% |
| 3M | -12.3% | -34.2% | +21.9% | -6.7% |
| 6M | -12.8% | -31.2% | +18.4% | -8.4% |
| YTD | +5.9% | -56.2% | +62.1% | +17.7% |
| 1Y | +3.3% | -51.7% | +55.0% | +13.1% |
| All | +297.5% | -6.9% | +304.4% | +320.9% |
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