-24.4%
UPST vs BAM
+84.2%
-108.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.0% | -2.3% | -1.8% |
| 7D | -10.9% | +7.9% | -18.8% | -19.0% |
| 30D | -7.2% | +16.0% | -23.2% | -22.4% |
| 3M | -26.7% | +0.6% | -27.3% | -27.8% |
| 6M | -29.0% | +10.5% | -39.5% | -37.8% |
| YTD | -49.4% | +3.2% | -52.6% | -51.8% |
| 1Y | -47.0% | +1.0% | -48.0% | -48.0% |
| All | -24.4% | +84.2% | -108.6% | -73.9% |
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