-6.7%
AXP vs UPST
-48.7%
+42.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.4% | -7.2% | +0.3% |
| 7D | +4.6% | -3.1% | +7.8% | +5.1% |
| 30D | +9.7% | -4.0% | +13.7% | +10.3% |
| 3M | -3.8% | -22.9% | +19.1% | +0.8% |
| 6M | +4.8% | -27.1% | +31.9% | +10.3% |
| YTD | -9.1% | -46.5% | +37.4% | +0.6% |
| 1Y | -6.7% | -49.4% | +42.7% | +3.7% |
| All | -6.7% | -48.7% | +42.0% | +3.7% |
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