+3.0%
AWK vs UPST
-59.7%
+62.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | -0.5% |
| 7D | +2.2% | -1.5% | +3.7% | +2.1% |
| 30D | +4.4% | -13.2% | +17.7% | +3.5% |
| 3M | +15.4% | -13.0% | +28.3% | +14.6% |
| 6M | +3.5% | -2.9% | +6.4% | +4.0% |
| YTD | +9.8% | -38.3% | +48.1% | +8.9% |
| 1Y | +3.0% | -60.5% | +63.4% | +0.1% |
| All | +3.0% | -59.7% | +62.7% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling