-49.4%
UPST vs ADVB
-88.3%
+38.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.7% |
| 7D | -3.5% | -3.8% | +0.2% | -3.6% |
| 30D | -7.1% | +17.6% | -24.7% | -6.9% |
| 3M | -13.1% | +119.1% | -132.2% | -14.1% |
| 6M | -1.1% | +103.4% | -104.5% | -3.6% |
| YTD | -35.9% | +59.8% | -95.7% | -36.8% |
| 1Y | -57.4% | +8.5% | -66.0% | -58.1% |
| All | -49.4% | -88.3% | +38.9% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling