-24.4%
UPST vs ACGL
+35.5%
-60.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | -10.9% | +6.4% | -17.2% | -10.8% |
| 30D | -7.2% | +16.6% | -23.8% | -7.0% |
| 3M | -26.7% | +11.6% | -38.3% | -26.6% |
| 6M | -29.0% | +17.5% | -46.4% | -28.8% |
| YTD | -49.4% | +15.3% | -64.6% | -49.3% |
| 1Y | -47.0% | +26.3% | -73.3% | -47.2% |
| All | -24.4% | +35.5% | -60.0% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling