-41.9%
ACN vs UPST
-14.8%
-27.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | -3.9% |
| 7D | -4.8% | -1.5% | -3.3% | -4.7% |
| 30D | +1.9% | -13.2% | +15.1% | +2.8% |
| 3M | +3.9% | -13.0% | +16.8% | +4.5% |
| 6M | -15.0% | -2.9% | -12.1% | -15.4% |
| YTD | -31.9% | -38.3% | +6.4% | -30.3% |
| 1Y | -28.5% | -60.5% | +31.9% | -25.3% |
| 3Y | -41.9% | -11.7% | -30.2% | -44.4% |
| All | -41.9% | -14.8% | -27.1% | -44.4% |
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