-4.8%
UPST vs ALM
+1,294.4%
-1,299.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -3.5% | -2.6% | -0.9% | -3.3% |
| 30D | -7.1% | +32.0% | -39.1% | -10.2% |
| 3M | -13.1% | -15.0% | +2.0% | -12.5% |
| 6M | -1.1% | -10.1% | +9.0% | -1.9% |
| YTD | -35.9% | +99.4% | -135.3% | -41.3% |
| 1Y | -57.4% | +316.4% | -373.8% | -63.9% |
| 3Y | -14.9% | +2,022.0% | -2,036.9% | -39.9% |
| 5Y | -88.7% | +941.2% | -1,029.8% | -91.9% |
| All | -4.8% | +1,294.4% | -1,299.3% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling