-38.9%
ACI vs UPST
-13.8%
-25.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | +0.2% | -3.5% | +3.7% | +0.2% |
| 30D | +5.9% | -7.1% | +13.0% | +6.0% |
| 3M | -19.8% | -13.1% | -6.7% | -19.7% |
| 6M | -24.7% | -1.1% | -23.6% | -24.8% |
| YTD | -24.4% | -35.9% | +11.5% | -24.0% |
| 1Y | -31.5% | -57.4% | +25.9% | -30.7% |
| All | -38.9% | -13.8% | -25.2% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling