-30.7%
UPST vs ACM
+54.5%
-85.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.6% | -8.9% | -8.9% |
| 7D | -4.5% | +6.6% | -11.1% | -10.3% |
| 30D | -15.3% | +19.8% | -35.1% | -29.3% |
| 3M | -32.4% | -3.1% | -29.3% | -31.8% |
| 6M | -29.5% | -11.5% | -18.0% | -23.5% |
| YTD | -53.3% | -24.7% | -28.6% | -39.9% |
| 1Y | -47.4% | -45.1% | -2.3% | -4.4% |
| 3Y | -2.2% | -8.9% | +6.7% | -0.8% |
| 5Y | -92.0% | +5.4% | -97.4% | -92.8% |
| All | -30.7% | +54.5% | -85.2% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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