-15.3%
AVTR vs UPST
-29.4%
+14.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | -3.6% | -4.9% | +1.3% | -3.1% |
| 30D | +0.8% | -8.9% | +9.6% | +1.6% |
| 3M | +17.4% | -26.3% | +43.7% | +20.9% |
| 6M | +83.5% | -23.7% | +107.2% | +88.0% |
| YTD | +35.0% | -49.9% | +84.9% | +43.1% |
| 1Y | +36.7% | -42.0% | +78.6% | +43.0% |
| 3Y | -15.3% | -25.3% | +10.0% | -11.8% |
| All | -15.3% | -29.4% | +14.1% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling