+15.0%
UPST vs BAM
+86.2%
-71.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -2.1% |
| 7D | -4.9% | +9.7% | -14.6% | -14.3% |
| 30D | -8.9% | +19.0% | -27.9% | -24.6% |
| 3M | -26.3% | +0.6% | -26.9% | -27.2% |
| 6M | -23.7% | +11.1% | -34.8% | -32.5% |
| YTD | -49.9% | +4.2% | -54.1% | -52.5% |
| 1Y | -42.0% | +3.3% | -45.3% | -44.2% |
| 3Y | -25.3% | +88.8% | -114.0% | -57.5% |
| All | +15.0% | +86.2% | -71.3% | -36.7% |
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