-11.1%
AXP vs UPST
-49.8%
+38.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.4% |
| 7D | -0.1% | -10.6% | +10.5% | +2.1% |
| 30D | +4.4% | -14.0% | +18.4% | +7.2% |
| 3M | -6.4% | -36.8% | +30.4% | +2.5% |
| 6M | +4.2% | -27.5% | +31.7% | +9.6% |
| YTD | -12.4% | -55.3% | +42.9% | +1.9% |
| 1Y | -11.1% | -47.5% | +36.4% | -1.7% |
| All | -11.1% | -49.8% | +38.7% | -1.7% |
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