-4.8%
UPST vs ACGL
+194.8%
-199.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | -3.5% | -0.7% | -2.8% | -3.4% |
| 30D | -7.1% | -1.0% | -6.1% | -6.9% |
| 3M | -13.1% | +11.0% | -24.1% | -16.0% |
| 6M | -1.1% | -0.3% | -0.8% | -1.5% |
| YTD | -35.9% | +2.3% | -38.1% | -36.9% |
| 1Y | -57.4% | +6.4% | -63.8% | -58.8% |
| 3Y | -14.9% | +34.0% | -48.8% | -27.0% |
| 5Y | -88.7% | +161.6% | -250.3% | -93.9% |
| All | -4.8% | +194.8% | -199.6% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling