-57.4%
UPST vs ARMK
+47.4%
-104.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.2% |
| 7D | -3.5% | -2.4% | -1.1% | -2.3% |
| 30D | -7.1% | 0.0% | -7.1% | -7.2% |
| 3M | -13.1% | +6.7% | -19.7% | -16.6% |
| 6M | -1.1% | +38.8% | -39.9% | -20.7% |
| YTD | -35.9% | +55.2% | -91.0% | -53.9% |
| 1Y | -57.4% | +46.6% | -104.0% | -67.9% |
| All | -57.4% | +47.4% | -104.8% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling