-24.5%
UPST vs ALM
+596.4%
-620.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.1% | -6.4% | +0.7% |
| 7D | +4.4% | +0.7% | +3.7% | +4.3% |
| 30D | -7.7% | -26.1% | +18.4% | -4.7% |
| 3M | -28.4% | -38.1% | +9.7% | -25.2% |
| 6M | -23.2% | -55.4% | +32.2% | -17.6% |
| YTD | -49.1% | -0.4% | -48.7% | -50.1% |
| 1Y | -42.4% | +25.4% | -67.7% | -44.8% |
| 3Y | +5.4% | +907.8% | -902.4% | -19.0% |
| 5Y | -92.9% | +440.2% | -533.1% | -94.5% |
| All | -24.5% | +596.4% | -620.9% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling