+47.3%
UPST vs BAM
+78.0%
-30.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.3% | -2.3% |
| 7D | -3.5% | -2.0% | -1.6% | -1.5% |
| 30D | -7.1% | -2.9% | -4.2% | -4.3% |
| 3M | -13.1% | +9.4% | -22.5% | -21.6% |
| 6M | -1.1% | +10.8% | -11.8% | -11.3% |
| YTD | -35.9% | -0.4% | -35.4% | -35.8% |
| 1Y | -57.4% | -10.9% | -46.6% | -51.9% |
| 3Y | -14.9% | +61.3% | -76.1% | -45.3% |
| All | +47.3% | +78.0% | -30.6% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling