-49.4%
UPST vs ABCL
+138.2%
-187.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.8% | +8.6% | +9.2% |
| 7D | -3.1% | -10.0% | +6.8% | -0.7% |
| 30D | -4.0% | -10.9% | +6.9% | -1.6% |
| 3M | -22.9% | +101.6% | -124.5% | -38.0% |
| 6M | -27.1% | +167.5% | -194.7% | -48.7% |
| YTD | -46.5% | +259.1% | -305.6% | -69.3% |
| 1Y | -49.4% | +152.2% | -201.6% | -64.5% |
| All | -49.4% | +138.2% | -187.7% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling