-33.6%
UPST vs ACM
+54.2%
-87.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.6% | +1.6% |
| 7D | -10.6% | +5.6% | -16.3% | -15.5% |
| 30D | -14.0% | +20.8% | -34.8% | -28.8% |
| 3M | -36.8% | +11.4% | -48.3% | -44.1% |
| 6M | -27.5% | +0.9% | -28.5% | -30.9% |
| YTD | -55.3% | -24.8% | -30.5% | -42.3% |
| 1Y | -47.5% | -46.4% | -1.1% | -1.7% |
| 3Y | -10.4% | -9.2% | -1.2% | -8.8% |
| 5Y | -92.6% | +5.0% | -97.6% | -93.3% |
| All | -33.6% | +54.2% | -87.8% | -50.0% |
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