+0.6%
UPST vs BAM
+80.8%
-80.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.7% | -4.6% |
| 7D | -13.5% | -2.0% | -11.5% | -11.5% |
| 30D | -19.6% | +13.7% | -33.3% | -30.1% |
| 3M | -34.2% | -4.8% | -29.4% | -30.8% |
| 6M | -31.2% | +7.6% | -38.8% | -37.0% |
| YTD | -56.2% | +1.2% | -57.4% | -57.0% |
| 1Y | -51.7% | -2.3% | -49.4% | -50.6% |
| 3Y | -8.2% | +84.1% | -92.3% | -46.2% |
| All | +0.6% | +80.8% | -80.2% | -42.8% |
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