-43.4%
AVTR vs UPST
-21.5%
-21.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.3% | +6.1% | -1.5% |
| 7D | -0.1% | -4.5% | +4.4% | +0.2% |
| 30D | -0.6% | -15.3% | +14.7% | +0.6% |
| 3M | +13.4% | -32.4% | +45.8% | +16.7% |
| 6M | +87.4% | -29.5% | +116.9% | +91.9% |
| YTD | +35.9% | -53.3% | +89.2% | +43.0% |
| 1Y | +35.4% | -47.4% | +82.7% | +41.1% |
| 3Y | -16.1% | -2.2% | -13.9% | -19.6% |
| 5Y | -59.4% | -92.0% | +32.7% | -59.8% |
| All | -43.4% | -21.5% | -21.9% | -48.4% |
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