-43.2%
AVTR vs UPST
-26.3%
-16.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.2% | -0.1% |
| 7D | +3.2% | -13.5% | +16.7% | +4.3% |
| 30D | +0.5% | -19.6% | +20.1% | +2.1% |
| 3M | +12.1% | -34.2% | +46.3% | +15.7% |
| 6M | +91.2% | -31.2% | +122.4% | +96.2% |
| YTD | +36.3% | -56.2% | +92.5% | +44.2% |
| 1Y | +35.2% | -51.7% | +86.9% | +41.9% |
| 3Y | -15.8% | -8.2% | -7.6% | -18.9% |
| 5Y | -58.9% | -92.8% | +33.8% | -59.1% |
| All | -43.2% | -26.3% | -16.9% | -48.0% |
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