+13.6%
ACN vs UPST
-14.4%
+28.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.5% |
| 7D | -2.5% | +4.4% | -6.9% | -2.8% |
| 30D | +22.6% | -7.7% | +30.3% | +23.1% |
| 3M | +45.9% | -28.4% | +74.4% | +48.8% |
| 6M | +43.8% | -23.2% | +67.0% | +45.5% |
| YTD | -2.5% | -49.1% | +46.7% | +0.9% |
| 1Y | +6.5% | -42.4% | +48.8% | +9.2% |
| 3Y | -14.2% | +5.4% | -19.5% | -19.0% |
| 5Y | -24.4% | -92.9% | +68.5% | -27.3% |
| All | +13.6% | -14.4% | +28.0% | -4.7% |
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 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