-25.7%
UPST vs ABCL
-74.8%
+49.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.7% | -7.9% | -3.7% |
| 7D | -4.9% | -3.2% | -1.7% | -4.1% |
| 30D | -8.9% | -7.4% | -1.5% | -6.9% |
| 3M | -26.3% | +81.9% | -108.3% | -45.1% |
| 6M | -23.7% | +135.7% | -159.4% | -51.2% |
| YTD | -49.9% | +247.4% | -297.3% | -73.7% |
| 1Y | -42.0% | +162.3% | -204.2% | -65.8% |
| 3Y | -25.3% | +165.5% | -190.8% | -60.0% |
| 5Y | -93.4% | -21.3% | -72.1% | -95.2% |
| All | -25.7% | -74.8% | +49.1% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling