-59.6%
ACHR vs UPST
-48.6%
-11.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.1% | -9.1% | -7.5% |
| 7D | -9.2% | -10.6% | +1.4% | -6.5% |
| 30D | -1.0% | -14.0% | +13.0% | +2.8% |
| 3M | -42.2% | -36.8% | -5.3% | -35.0% |
| 6M | -38.2% | -27.5% | -10.7% | -33.0% |
| YTD | -46.4% | -55.3% | +8.9% | -35.1% |
| 1Y | -49.4% | -47.5% | -1.8% | -41.0% |
| 3Y | -22.5% | -10.4% | -12.1% | -23.6% |
| 5Y | -29.8% | -92.6% | +62.8% | -24.0% |
| All | -59.6% | -48.6% | -11.0% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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