-30.7%
UPST vs ABCL
-73.6%
+42.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.3% | -7.9% | -8.1% |
| 7D | -4.5% | +2.3% | -6.8% | -5.5% |
| 30D | -15.3% | -0.7% | -14.6% | -15.7% |
| 3M | -32.4% | +33.4% | -65.8% | -41.2% |
| 6M | -29.5% | +137.8% | -167.3% | -54.9% |
| YTD | -53.3% | +264.3% | -317.7% | -75.9% |
| 1Y | -47.4% | +209.2% | -256.5% | -70.8% |
| 3Y | -2.2% | +208.4% | -210.6% | -51.2% |
| 5Y | -92.0% | -11.9% | -80.2% | -94.3% |
| All | -30.7% | -73.6% | +42.8% | -50.5% |
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 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