+89.6%
AXP vs UPST
-93.6%
+183.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +0.6% | -4.9% | +5.5% | +1.1% |
| 30D | +5.8% | -8.9% | +14.7% | +6.8% |
| 3M | -6.0% | -26.3% | +20.3% | -3.0% |
| 6M | +0.3% | -23.7% | +24.0% | +2.8% |
| YTD | -12.3% | -49.9% | +37.7% | -6.4% |
| 1Y | -11.2% | -42.0% | +30.7% | -7.0% |
| 3Y | +117.0% | -25.3% | +142.3% | +107.0% |
| All | +89.6% | -93.6% | +183.1% | +91.5% |
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