-92.8%
UPST vs ALM
+387.9%
-480.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.5% | -0.4% | -5.9% |
| 7D | -13.5% | -4.0% | -9.5% | -12.9% |
| 30D | -19.6% | -30.5% | +10.9% | -15.4% |
| 3M | -34.2% | -46.9% | +12.7% | -28.6% |
| 6M | -31.2% | -65.5% | +34.3% | -21.7% |
| YTD | -56.2% | -13.4% | -42.8% | -56.8% |
| 1Y | -51.7% | +9.8% | -61.5% | -54.0% |
| 3Y | -8.2% | +783.1% | -791.3% | -40.4% |
| 5Y | -92.8% | +378.3% | -471.0% | -95.3% |
| All | -92.8% | +387.9% | -480.7% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling