-0.3%
AXP vs UPST
-56.5%
+56.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -2.1% | -3.5% | +1.4% | -1.4% |
| 30D | -6.5% | -7.1% | +0.6% | -5.4% |
| 3M | +4.6% | -13.1% | +17.7% | +6.8% |
| 6M | +5.4% | -1.1% | +6.5% | +4.0% |
| YTD | -11.1% | -35.9% | +24.7% | -5.8% |
| 1Y | -0.3% | -57.4% | +57.1% | +8.1% |
| All | -0.3% | -56.5% | +56.2% | +8.1% |
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