-35.0%
UPST vs ACM
+53.3%
-88.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.7% | -6.7% |
| 7D | -13.5% | +5.1% | -18.6% | -17.8% |
| 30D | -19.6% | +18.7% | -38.3% | -32.3% |
| 3M | -34.2% | +15.5% | -49.7% | -43.8% |
| 6M | -31.2% | +1.2% | -32.4% | -34.7% |
| YTD | -56.2% | -25.2% | -31.0% | -43.2% |
| 1Y | -51.7% | -46.3% | -5.4% | -9.9% |
| 3Y | -8.2% | -9.6% | +1.3% | -6.2% |
| 5Y | -92.8% | +4.4% | -97.1% | -93.4% |
| All | -35.0% | +53.3% | -88.3% | -50.8% |
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