-11.8%
ACN vs UPST
-29.4%
+17.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.7% |
| 7D | +0.9% | -4.9% | +5.8% | +1.2% |
| 30D | +33.5% | -8.9% | +42.4% | +34.2% |
| 3M | +53.5% | -26.3% | +79.8% | +56.3% |
| 6M | +52.2% | -23.7% | +76.0% | +54.1% |
| YTD | -0.1% | -49.9% | +49.8% | +3.3% |
| 1Y | +11.0% | -42.0% | +53.0% | +13.8% |
| 3Y | -11.8% | -25.3% | +13.5% | -10.7% |
| All | -11.8% | -29.4% | +17.6% | -10.7% |
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