-25.3%
UPST vs ARMK
+91.9%
-117.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -4.4% |
| 7D | -4.9% | -2.6% | -2.3% | -3.5% |
| 30D | -8.9% | -5.2% | -3.7% | -5.8% |
| 3M | -26.3% | -6.5% | -19.8% | -23.6% |
| 6M | -23.7% | +15.3% | -39.0% | -34.2% |
| YTD | -49.9% | +43.6% | -93.5% | -65.0% |
| 1Y | -42.0% | +42.1% | -84.0% | -59.0% |
| 3Y | -25.3% | +94.0% | -119.3% | -49.6% |
| All | -25.3% | +91.9% | -117.2% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling