-64.7%
UPST vs ADVB
-96.8%
+32.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -23.6% | +25.7% | +1.8% |
| 7D | -10.6% | +27.8% | -38.4% | -10.3% |
| 30D | -14.0% | -50.8% | +36.8% | -14.4% |
| 3M | -36.8% | -70.5% | +33.7% | -37.5% |
| 6M | -27.5% | -46.7% | +19.2% | -29.1% |
| YTD | -55.3% | -56.7% | +1.4% | -56.4% |
| 1Y | -47.5% | -71.8% | +24.2% | -47.8% |
| All | -64.7% | -96.8% | +32.1% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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