-42.6%
UPST vs ALM
+21.0%
-63.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.1% | -6.4% | +0.3% |
| 7D | +4.4% | +0.7% | +3.7% | +4.2% |
| 30D | -7.7% | -26.1% | +18.4% | -3.2% |
| 3M | -28.4% | -38.1% | +9.7% | -23.5% |
| 6M | -23.2% | -55.4% | +32.2% | -14.5% |
| YTD | -49.1% | -0.4% | -48.7% | -50.1% |
| All | -42.6% | +21.0% | -63.6% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling