-14.8%
UPST vs AMP
+213.9%
-228.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.4% |
| 7D | -12.0% | -2.0% | -9.9% | -9.6% |
| 30D | -16.0% | -1.7% | -14.3% | -14.0% |
| 3M | -17.2% | +23.2% | -40.4% | -37.7% |
| 6M | -10.9% | +22.2% | -33.0% | -32.7% |
| YTD | -42.6% | +14.0% | -56.6% | -52.6% |
| 1Y | -59.8% | +14.0% | -73.8% | -66.7% |
| 3Y | -17.9% | +67.0% | -84.9% | -58.4% |
| 5Y | -90.7% | +123.2% | -213.9% | -96.5% |
| All | -14.8% | +213.9% | -228.7% | -70.2% |
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