-27.7%
ACHR vs UPST
-93.6%
+65.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.1% | +15.9% | +15.1% |
| 7D | +5.7% | -4.9% | +10.6% | +7.2% |
| 30D | -4.9% | -8.9% | +3.9% | -2.1% |
| 3M | -15.1% | -26.3% | +11.2% | -6.1% |
| 6M | -30.7% | -23.7% | -7.0% | -24.6% |
| YTD | -41.0% | -49.9% | +9.0% | -27.3% |
| 1Y | -50.0% | -42.0% | -8.0% | -41.3% |
| 3Y | -17.0% | -25.3% | +8.3% | -20.2% |
| All | -27.7% | -93.6% | +65.9% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling