-64.4%
AVTR vs UPST
-88.8%
+24.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | +2.7% | -3.5% | +6.2% | +3.0% |
| 30D | +12.1% | -7.1% | +19.2% | +12.8% |
| 3M | +57.2% | -13.1% | +70.3% | +59.0% |
| 6M | +73.1% | -1.1% | +74.2% | +72.3% |
| YTD | +30.6% | -35.9% | +66.5% | +35.0% |
| 1Y | +13.5% | -57.4% | +70.9% | +20.8% |
| 3Y | -31.0% | -14.9% | -16.1% | -34.4% |
| All | -64.4% | -88.8% | +24.4% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling