-42.2%
AVTR vs UPST
-14.4%
-27.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.7% |
| 7D | +1.9% | +4.4% | -2.5% | +1.5% |
| 30D | +1.5% | -7.7% | +9.2% | +2.1% |
| 3M | +17.1% | -28.4% | +45.5% | +20.0% |
| 6M | +91.5% | -23.2% | +114.6% | +94.8% |
| YTD | +38.8% | -49.1% | +88.0% | +45.2% |
| 1Y | +37.7% | -42.4% | +80.1% | +42.6% |
| 3Y | -13.5% | +5.4% | -18.8% | -17.6% |
| 5Y | -59.3% | -92.9% | +33.6% | -59.8% |
| All | -42.2% | -14.4% | -27.8% | -47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling