-4.8%
UPST vs ACM
+44.8%
-49.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.3% |
| 7D | -3.5% | -3.7% | +0.2% | +0.2% |
| 30D | -7.1% | -11.1% | +4.0% | +2.9% |
| 3M | -13.1% | -8.0% | -5.1% | -7.9% |
| 6M | -1.1% | -29.7% | +28.6% | +38.1% |
| YTD | -35.9% | -29.4% | -6.5% | -11.4% |
| 1Y | -57.4% | -46.4% | -11.0% | -21.0% |
| 3Y | -14.9% | -22.3% | +7.5% | +3.5% |
| 5Y | -88.7% | +4.5% | -93.1% | -89.2% |
| All | -4.8% | +44.8% | -49.7% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling