-41.5%
ACHR vs UPST
-29.0%
-12.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.9% | +3.1% |
| 7D | +4.9% | -1.5% | +6.4% | +5.2% |
| 30D | +4.3% | -13.2% | +17.5% | +8.2% |
| 3M | +1.7% | -13.0% | +14.7% | +5.6% |
| 6M | -6.9% | -2.9% | -4.0% | -6.6% |
| YTD | -22.5% | -38.3% | +15.8% | -13.4% |
| 1Y | -31.5% | -60.5% | +29.0% | -15.0% |
| 3Y | -14.4% | -11.7% | -2.6% | -17.5% |
| 5Y | -41.6% | -90.2% | +48.5% | -41.7% |
| All | -41.5% | -29.0% | -12.5% | -45.4% |
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