-25.7%
UPST vs ALC
+17.4%
-43.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | +1.1% |
| 7D | -4.9% | +4.9% | -9.8% | -9.7% |
| 30D | -8.9% | +19.0% | -27.8% | -24.5% |
| 3M | -26.3% | +7.8% | -34.1% | -32.3% |
| 6M | -23.7% | +14.6% | -38.3% | -35.6% |
| YTD | -49.9% | -4.4% | -45.5% | -48.7% |
| 1Y | -42.0% | +1.4% | -43.4% | -44.6% |
| 3Y | -25.3% | +2.5% | -27.8% | -35.8% |
| 5Y | -93.4% | -10.9% | -82.5% | -93.0% |
| All | -25.7% | +17.4% | -43.2% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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