-25.8%
ACN vs UPST
-92.5%
+66.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | -3.8% | -10.6% | +6.8% | -3.0% |
| 30D | +16.5% | -14.0% | +30.5% | +17.7% |
| 3M | +41.5% | -36.8% | +78.3% | +46.5% |
| 6M | +60.1% | -27.5% | +87.6% | +63.1% |
| YTD | -3.9% | -55.3% | +51.3% | +1.3% |
| 1Y | +4.1% | -47.5% | +51.6% | +8.2% |
| 3Y | -15.9% | -10.4% | -5.4% | -21.8% |
| All | -25.8% | -92.5% | +66.7% | -28.0% |
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