-24.5%
UPST vs ARMK
+113.4%
-137.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.5% | -2.5% |
| 7D | +4.4% | +0.9% | +3.5% | +2.7% |
| 30D | -7.7% | -0.4% | -7.3% | -8.5% |
| 3M | -28.4% | -2.0% | -26.5% | -28.7% |
| 6M | -23.2% | +22.0% | -45.1% | -40.1% |
| YTD | -49.1% | +49.6% | -98.7% | -68.7% |
| 1Y | -42.4% | +46.4% | -88.7% | -63.7% |
| 3Y | +5.4% | +103.2% | -97.9% | -55.2% |
| 5Y | -92.9% | +108.1% | -201.0% | -97.1% |
| All | -24.5% | +113.4% | -137.9% | -68.5% |
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