-12.3%
UPST vs ALM
+836.8%
-849.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.5% | -0.4% | -6.0% |
| 7D | -13.5% | -4.0% | -9.5% | -12.9% |
| 30D | -19.6% | -30.5% | +10.9% | -15.7% |
| 3M | -34.2% | -46.9% | +12.7% | -29.0% |
| 6M | -31.2% | -65.5% | +34.3% | -22.5% |
| YTD | -56.2% | -13.4% | -42.8% | -56.2% |
| 1Y | -51.7% | +9.8% | -61.5% | -53.2% |
| All | -12.3% | +836.8% | -849.1% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling