-44.6%
AVTR vs UPST
+3.8%
-48.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.7% | +2.2% |
| 7D | +7.4% | -1.5% | +8.9% | +7.5% |
| 30D | +12.2% | -13.2% | +25.4% | +13.4% |
| 3M | +57.4% | -13.0% | +70.3% | +58.8% |
| 6M | +86.7% | -2.9% | +89.5% | +86.2% |
| YTD | +33.1% | -38.3% | +71.4% | +37.2% |
| 1Y | +16.1% | -60.5% | +76.6% | +23.1% |
| 3Y | -24.6% | -11.7% | -12.9% | -27.7% |
| 5Y | -63.5% | -90.2% | +26.7% | -64.6% |
| All | -44.6% | +3.8% | -48.4% | -50.5% |
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