-42.7%
ACHR vs UPST
-26.2%
-16.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.4% |
| 7D | -0.7% | -3.5% | +2.8% | +0.2% |
| 30D | +9.8% | -7.1% | +16.9% | +12.1% |
| 3M | -10.5% | -13.1% | +2.6% | -6.9% |
| 6M | -15.5% | -1.1% | -14.4% | -15.7% |
| YTD | -24.1% | -35.9% | +11.8% | -16.0% |
| 1Y | -32.4% | -57.4% | +25.0% | -17.7% |
| 3Y | -11.6% | -14.9% | +3.3% | -14.5% |
| 5Y | -42.9% | -88.7% | +45.8% | -43.7% |
| All | -42.7% | -26.2% | -16.5% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling