-25.7%
UPST vs AMBA
-36.4%
+10.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.1% | -7.3% | -4.5% |
| 7D | -4.9% | -7.2% | +2.3% | -1.2% |
| 30D | -8.9% | -10.4% | +1.5% | -4.0% |
| 3M | -26.3% | -30.1% | +3.8% | -12.1% |
| 6M | -23.7% | -22.4% | -1.3% | -23.6% |
| YTD | -49.9% | -17.3% | -32.6% | -52.9% |
| 1Y | -42.0% | -35.4% | -6.6% | -37.8% |
| 3Y | -25.3% | +18.6% | -43.9% | -51.8% |
| 5Y | -93.4% | -69.8% | -23.6% | -91.3% |
| All | -25.7% | -36.4% | +10.7% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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