-25.7%
UPST vs ALM
+544.4%
-570.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.3% | -1.4% |
| 7D | -4.9% | -6.7% | +1.8% | -4.2% |
| 30D | -8.9% | -32.9% | +24.0% | -4.9% |
| 3M | -26.3% | -39.5% | +13.2% | -22.7% |
| 6M | -23.7% | -62.0% | +38.3% | -16.8% |
| YTD | -49.9% | -7.8% | -42.1% | -50.4% |
| 1Y | -42.0% | +26.7% | -68.7% | -44.4% |
| 3Y | -25.3% | +825.4% | -850.6% | -42.0% |
| 5Y | -93.4% | +401.2% | -494.6% | -94.9% |
| All | -25.7% | +544.4% | -570.2% | -37.2% |
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