-90.7%
UPST vs AMP
+122.6%
-213.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -2.9% |
| 7D | -1.5% | +2.6% | -4.1% | -4.7% |
| 30D | -13.2% | +0.8% | -14.1% | -14.1% |
| 3M | -13.0% | +24.3% | -37.2% | -35.8% |
| 6M | -2.9% | +20.6% | -23.4% | -26.0% |
| YTD | -38.3% | +14.6% | -52.9% | -49.8% |
| 1Y | -60.5% | +14.5% | -75.0% | -67.7% |
| 3Y | -11.7% | +67.9% | -79.7% | -57.5% |
| All | -90.7% | +122.6% | -213.3% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling