-25.7%
UPST vs ACGL
+222.3%
-248.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.8% | -0.4% |
| 7D | -4.9% | +0.9% | -5.8% | -5.1% |
| 30D | -8.9% | +13.7% | -22.6% | -12.0% |
| 3M | -26.3% | +8.0% | -34.4% | -27.9% |
| 6M | -23.7% | +13.3% | -37.0% | -26.7% |
| YTD | -49.9% | +11.8% | -61.8% | -51.9% |
| 1Y | -42.0% | +22.2% | -64.2% | -45.9% |
| 3Y | -25.3% | +32.5% | -57.8% | -33.7% |
| 5Y | -93.4% | +160.2% | -253.6% | -96.4% |
| All | -25.7% | +222.3% | -248.1% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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