+474.0%
AVGO vs UPST
-93.6%
+567.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +0.9% |
| 7D | -9.9% | -4.9% | -5.0% | -9.4% |
| 30D | -22.0% | -8.9% | -13.1% | -21.2% |
| 3M | -30.0% | -26.3% | -3.7% | -27.6% |
| 6M | -30.7% | -23.7% | -7.0% | -28.8% |
| YTD | -14.7% | -49.9% | +35.3% | -8.7% |
| 1Y | -16.8% | -42.0% | +25.2% | -12.6% |
| 3Y | +244.4% | -25.3% | +269.7% | +232.8% |
| All | +474.0% | -93.6% | +567.6% | +510.1% |
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 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