-45.6%
AVTR vs UPST
+7.9%
-53.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.6% |
| 3M | +57.2% | -13.1% | +70.3% | +58.7% |
| 6M | +73.1% | -1.1% | +74.2% | +72.4% |
| YTD | +30.6% | -35.9% | +66.5% | +34.3% |
| 1Y | +13.5% | -57.4% | +70.9% | +19.7% |
| 3Y | -31.0% | -14.9% | -16.1% | -33.7% |
| 5Y | -63.2% | -88.7% | +25.4% | -64.6% |
| All | -45.6% | +7.9% | -53.5% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling