-16.3%
UPST vs ARMK
+114.7%
-131.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -0.9% |
| 7D | -3.5% | -2.4% | -1.1% | -1.6% |
| 30D | -7.1% | 0.0% | -7.1% | -7.7% |
| 3M | -13.1% | +6.7% | -19.7% | -18.4% |
| 6M | -1.1% | +38.8% | -39.9% | -27.6% |
| YTD | -35.9% | +55.2% | -91.0% | -58.1% |
| 1Y | -57.4% | +46.6% | -104.0% | -70.6% |
| All | -16.3% | +114.7% | -131.0% | -58.1% |
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