+16.9%
UPST vs BAM
+90.5%
-73.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | -0.8% |
| 7D | +4.4% | +5.3% | -0.9% | -0.8% |
| 30D | -7.7% | +18.1% | -25.8% | -22.9% |
| 3M | -28.4% | +4.2% | -32.7% | -31.9% |
| 6M | -23.2% | +11.1% | -34.2% | -32.0% |
| YTD | -49.1% | +6.6% | -55.7% | -52.8% |
| 1Y | -42.4% | +6.2% | -48.6% | -46.1% |
| 3Y | +5.4% | +95.0% | -89.7% | -41.9% |
| All | +16.9% | +90.5% | -73.7% | -37.1% |
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