-24.4%
UPST vs ABCL
+139.9%
-164.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.4% | +4.1% | -2.0% |
| 7D | -10.9% | -14.9% | +4.0% | -5.7% |
| 30D | -7.2% | -15.4% | +8.2% | -2.2% |
| 3M | -26.7% | +88.0% | -114.7% | -45.3% |
| 6M | -29.0% | +138.8% | -167.8% | -54.2% |
| YTD | -49.4% | +225.4% | -274.8% | -72.4% |
| 1Y | -47.0% | +137.3% | -184.3% | -66.9% |
| All | -24.4% | +139.9% | -164.3% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling