-11.2%
AXP vs UPST
-47.3%
+36.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +0.6% | -4.9% | +5.5% | +1.5% |
| 30D | +5.8% | -8.9% | +14.7% | +7.5% |
| 3M | -6.0% | -26.3% | +20.3% | -0.3% |
| 6M | +0.3% | -23.7% | +24.0% | +4.7% |
| YTD | -12.3% | -49.9% | +37.7% | -0.1% |
| 1Y | -11.2% | -42.0% | +30.7% | -3.3% |
| All | -11.2% | -47.3% | +36.1% | -3.3% |
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