+570.0%
AVGO vs UPST
-92.5%
+662.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.1% | -6.9% | -5.0% |
| 7D | +18.2% | -10.6% | +28.8% | +19.6% |
| 30D | +0.2% | -14.0% | +14.2% | +1.8% |
| 3M | -16.8% | -36.8% | +20.0% | -12.3% |
| 6M | -16.5% | -27.5% | +11.1% | -13.7% |
| YTD | +0.8% | -55.3% | +56.1% | +9.2% |
| 1Y | +2.8% | -47.5% | +50.4% | +9.2% |
| 3Y | +278.5% | -10.4% | +289.0% | +261.7% |
| All | +570.0% | -92.5% | +662.5% | +573.7% |
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