-48.1%
UPST vs ABCL
+197.3%
-245.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.8% |
| 7D | -12.1% | -2.7% | -9.4% | -11.6% |
| 30D | -13.4% | -5.4% | -8.0% | -12.5% |
| 3M | -31.2% | +22.4% | -53.7% | -35.5% |
| 6M | -28.3% | +127.6% | -156.0% | -46.3% |
| YTD | -53.0% | +249.4% | -302.4% | -73.9% |
| All | -48.1% | +197.3% | -245.4% | -67.1% |
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