+117.0%
AXP vs UPST
-88.8%
+205.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -2.1% | -3.5% | +1.4% | -1.7% |
| 30D | -6.5% | -7.1% | +0.6% | -5.8% |
| 3M | +4.6% | -13.1% | +17.7% | +6.0% |
| 6M | +5.4% | -1.1% | +6.5% | +4.7% |
| YTD | -11.1% | -35.9% | +24.7% | -7.7% |
| 1Y | -0.3% | -57.4% | +57.1% | +7.5% |
| 3Y | +111.6% | -14.9% | +126.4% | +98.6% |
| All | +117.0% | -88.8% | +205.8% | +103.9% |
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