-25.3%
UPST vs ACGL
+31.5%
-56.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.8% | -1.2% |
| 7D | -4.9% | +0.9% | -5.8% | -4.9% |
| 30D | -8.9% | +13.7% | -22.6% | -8.7% |
| 3M | -26.3% | +8.0% | -34.4% | -26.3% |
| 6M | -23.7% | +13.3% | -37.0% | -23.5% |
| YTD | -49.9% | +11.8% | -61.8% | -49.9% |
| 1Y | -42.0% | +22.2% | -64.2% | -42.3% |
| 3Y | -25.3% | +32.5% | -57.8% | -8.6% |
| All | -25.3% | +31.5% | -56.8% | -8.6% |
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