-3.3%
AWK vs UPST
-92.5%
+89.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.8% | +1.3% |
| 7D | +0.1% | -10.6% | +10.8% | +0.4% |
| 30D | +14.3% | -14.0% | +28.3% | +14.6% |
| 3M | +10.3% | -36.8% | +47.1% | +11.5% |
| 6M | +18.9% | -27.5% | +46.5% | +19.6% |
| YTD | +17.7% | -55.3% | +73.0% | +19.7% |
| 1Y | +16.9% | -47.5% | +64.4% | +18.1% |
| 3Y | +32.2% | -10.4% | +42.6% | +24.2% |
| All | -3.3% | -92.5% | +89.2% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling