-92.9%
UPST vs ABCL
-18.8%
-74.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | -0.9% |
| 7D | +4.4% | +12.4% | -8.0% | -1.9% |
| 30D | -7.7% | -0.4% | -7.3% | -8.5% |
| 3M | -28.4% | +80.4% | -108.8% | -51.2% |
| 6M | -23.2% | +138.5% | -161.7% | -57.7% |
| YTD | -49.1% | +265.5% | -314.6% | -79.2% |
| 1Y | -42.4% | +219.7% | -262.1% | -74.5% |
| 3Y | +5.4% | +209.4% | -204.1% | -61.3% |
| 5Y | -92.9% | -15.0% | -77.9% | -94.7% |
| All | -92.9% | -18.8% | -74.1% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling