-30.7%
UPST vs ALM
+546.0%
-576.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -7.2% | -1.0% | -7.4% |
| 7D | -4.5% | -6.3% | +1.8% | -3.8% |
| 30D | -15.3% | -31.4% | +16.1% | -11.8% |
| 3M | -32.4% | -40.6% | +8.1% | -29.0% |
| 6M | -29.5% | -58.6% | +29.1% | -23.7% |
| YTD | -53.3% | -7.6% | -45.7% | -53.8% |
| 1Y | -47.4% | +13.8% | -61.2% | -49.1% |
| 3Y | -2.2% | +842.1% | -844.3% | -24.2% |
| 5Y | -92.0% | +407.4% | -499.4% | -93.8% |
| All | -30.7% | +546.0% | -576.8% | -41.4% |
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