-30.7%
UPST vs ARMK
+111.4%
-142.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.3% | -7.3% |
| 7D | -4.5% | -0.7% | -3.8% | -4.5% |
| 30D | -15.3% | -1.3% | -14.0% | -15.2% |
| 3M | -32.4% | -2.5% | -30.0% | -32.3% |
| 6M | -29.5% | +20.8% | -50.3% | -44.5% |
| YTD | -53.3% | +48.2% | -101.5% | -71.0% |
| 1Y | -47.4% | +45.7% | -93.1% | -66.7% |
| 3Y | -2.2% | +96.6% | -98.8% | -56.7% |
| 5Y | -92.0% | +106.6% | -198.6% | -96.7% |
| All | -30.7% | +111.4% | -142.2% | -70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling