-35.0%
UPST vs AMP
+192.2%
-227.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.3% | -5.6% | -5.3% |
| 7D | -13.5% | +1.2% | -14.7% | -14.8% |
| 30D | -19.6% | +4.4% | -24.1% | -24.0% |
| 3M | -34.2% | -8.8% | -25.4% | -26.5% |
| 6M | -31.2% | +9.9% | -41.2% | -40.7% |
| YTD | -56.2% | +6.1% | -62.3% | -60.8% |
| 1Y | -51.7% | +10.6% | -62.2% | -58.9% |
| 3Y | -8.2% | +58.8% | -67.0% | -51.5% |
| 5Y | -92.8% | +79.0% | -171.7% | -96.6% |
| All | -35.0% | +192.2% | -227.2% | -75.3% |
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