+11.7%
AWK vs UPST
-14.4%
+26.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -0.7% |
| 7D | +1.2% | +4.4% | -3.2% | +1.1% |
| 30D | +15.8% | -7.7% | +23.5% | +15.9% |
| 3M | +11.0% | -28.4% | +39.4% | +11.6% |
| 6M | +21.0% | -23.2% | +44.2% | +21.3% |
| YTD | +16.7% | -49.1% | +65.8% | +17.8% |
| 1Y | +17.2% | -42.4% | +59.5% | +17.9% |
| 3Y | +29.2% | +5.4% | +23.8% | +24.2% |
| 5Y | -2.3% | -92.9% | +90.6% | -7.3% |
| All | +11.7% | -14.4% | +26.2% | +11.2% |
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 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