-30.2%
UPST vs AMP
+195.9%
-226.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -12.1% | -1.1% | -11.0% | -11.0% |
| 30D | -13.4% | +4.4% | -17.8% | -18.2% |
| 3M | -31.2% | -7.3% | -23.9% | -24.9% |
| 6M | -28.3% | +12.9% | -41.2% | -40.4% |
| YTD | -53.0% | +7.5% | -60.4% | -58.6% |
| 1Y | -47.2% | +13.3% | -60.5% | -56.5% |
| 3Y | -1.5% | +60.8% | -62.3% | -48.8% |
| 5Y | -91.6% | +82.7% | -174.3% | -96.2% |
| All | -30.2% | +195.9% | -226.2% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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