-13.5%
UPST vs AHR
+365.8%
-379.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.1% |
| 7D | -3.5% | -1.5% | -2.1% | -3.2% |
| 30D | -7.1% | -1.4% | -5.7% | -6.8% |
| 3M | -13.1% | +18.6% | -31.7% | -18.1% |
| 6M | -1.1% | +6.6% | -7.7% | -3.6% |
| YTD | -35.9% | +17.5% | -53.3% | -40.2% |
| 1Y | -57.4% | +30.9% | -88.3% | -62.8% |
| All | -13.5% | +365.8% | -379.3% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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