+7.2%
UPST vs BAM
+88.1%
-80.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.3% | -7.0% | -6.9% |
| 7D | -4.5% | +5.0% | -9.5% | -8.9% |
| 30D | -15.3% | +16.6% | -31.9% | -28.3% |
| 3M | -32.4% | +2.2% | -34.7% | -34.3% |
| 6M | -29.5% | +9.7% | -39.2% | -36.7% |
| YTD | -53.3% | +5.2% | -58.6% | -56.1% |
| 1Y | -47.4% | +3.9% | -51.3% | -49.6% |
| 3Y | -2.2% | +91.5% | -93.7% | -45.1% |
| All | +7.2% | +88.1% | -80.9% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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