-10.4%
UPST vs BAM
+85.6%
-96.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +1.9% |
| 7D | -10.6% | -2.7% | -8.0% | -7.7% |
| 30D | -14.0% | +15.5% | -29.5% | -27.6% |
| 3M | -36.8% | -6.9% | -30.0% | -31.7% |
| 6M | -27.5% | +9.9% | -37.4% | -36.0% |
| YTD | -55.3% | +1.4% | -56.7% | -56.5% |
| 1Y | -47.5% | +3.3% | -50.8% | -49.9% |
| 3Y | -10.4% | +83.6% | -94.1% | -65.4% |
| All | -10.4% | +85.6% | -96.0% | -65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling