+13.3%
ACN vs UPST
-20.9%
+34.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | -4.0% | -12.1% | +8.0% | -3.3% |
| 30D | +19.0% | -13.4% | +32.4% | +19.9% |
| 3M | +42.2% | -31.2% | +73.4% | +45.3% |
| 6M | +50.1% | -28.3% | +78.5% | +52.5% |
| YTD | -2.7% | -53.0% | +50.2% | +1.1% |
| 1Y | +7.6% | -47.2% | +54.8% | +10.9% |
| 3Y | -15.9% | -1.5% | -14.4% | -20.3% |
| 5Y | -24.4% | -91.6% | +67.3% | -27.2% |
| All | +13.3% | -20.9% | +34.2% | -4.5% |
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