-42.4%
ACI vs UPST
-92.5%
+50.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.8% |
| 7D | +2.3% | -10.6% | +12.9% | +2.4% |
| 30D | +1.2% | -14.0% | +15.2% | +1.4% |
| 3M | +6.8% | -36.8% | +43.6% | +7.5% |
| 6M | -18.7% | -27.5% | +8.8% | -18.5% |
| YTD | -20.2% | -55.3% | +35.1% | -19.4% |
| 1Y | -23.7% | -47.5% | +23.8% | -23.2% |
| 3Y | -31.6% | -10.4% | -21.2% | -33.0% |
| All | -42.4% | -92.5% | +50.1% | -43.8% |
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