-93.5%
UPST vs ARMK
+96.3%
-189.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -6.1% |
| 7D | -4.9% | -2.6% | -2.3% | -2.9% |
| 30D | -8.9% | -5.2% | -3.7% | -4.6% |
| 3M | -26.3% | -6.5% | -19.8% | -22.7% |
| 6M | -23.7% | +15.3% | -39.0% | -38.8% |
| YTD | -49.9% | +43.6% | -93.5% | -70.0% |
| 1Y | -42.0% | +42.1% | -84.0% | -64.8% |
| 3Y | -25.3% | +94.0% | -119.3% | -71.7% |
| All | -93.5% | +96.3% | -189.8% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling