+30.4%
AWK vs UPST
-6.9%
+37.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.1% | -0.8% |
| 7D | -2.6% | -13.5% | +10.9% | -2.7% |
| 30D | +14.2% | -19.6% | +33.8% | +14.0% |
| 3M | +10.0% | -34.2% | +44.2% | +9.7% |
| 6M | +17.1% | -31.2% | +48.3% | +16.8% |
| YTD | +16.1% | -56.2% | +72.3% | +16.0% |
| 1Y | +17.5% | -51.7% | +69.2% | +17.3% |
| All | +30.4% | -6.9% | +37.3% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling