-33.6%
UPST vs ALC
+16.1%
-49.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.0% | -1.2% |
| 7D | -10.6% | -1.1% | -9.5% | -9.5% |
| 30D | -14.0% | +16.0% | -30.0% | -26.6% |
| 3M | -36.8% | +0.8% | -37.7% | -37.5% |
| 6M | -27.5% | +16.8% | -44.4% | -39.9% |
| YTD | -55.3% | -5.5% | -49.8% | -53.6% |
| 1Y | -47.5% | -5.3% | -42.3% | -45.9% |
| 3Y | -10.4% | +4.1% | -14.5% | -24.8% |
| 5Y | -92.6% | -7.1% | -85.5% | -92.3% |
| All | -33.6% | +16.1% | -49.8% | -27.9% |
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