+12.1%
AWK vs UPST
-20.9%
+33.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | 0.0% | -12.1% | +12.1% | +0.2% |
| 30D | +15.5% | -13.4% | +29.0% | +15.8% |
| 3M | +10.0% | -31.2% | +41.2% | +10.6% |
| 6M | +20.4% | -28.3% | +48.8% | +20.9% |
| YTD | +17.1% | -53.0% | +70.0% | +18.3% |
| 1Y | +18.3% | -47.2% | +65.4% | +19.1% |
| 3Y | +30.4% | -1.5% | +31.9% | +25.4% |
| 5Y | -2.7% | -91.6% | +89.0% | -7.5% |
| All | +12.1% | -20.9% | +33.0% | +11.7% |
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