-47.5%
UPST vs ARMK
+41.8%
-89.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -10.6% | +2.7% | -13.3% | -11.5% |
| 30D | -14.0% | -1.5% | -12.5% | -13.6% |
| 3M | -36.8% | -11.6% | -25.3% | -33.2% |
| 6M | -27.5% | +6.7% | -34.3% | -30.5% |
| YTD | -55.3% | +47.4% | -102.7% | -67.0% |
| 1Y | -47.5% | +41.5% | -89.0% | -59.5% |
| All | -47.5% | +41.8% | -89.4% | -59.5% |
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 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