-24.5%
UPST vs ALC
+17.7%
-42.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.4% |
| 7D | +4.4% | +2.1% | +2.4% | +2.4% |
| 30D | -7.7% | +17.2% | -24.9% | -22.2% |
| 3M | -28.4% | +4.6% | -33.1% | -32.2% |
| 6M | -23.2% | +20.1% | -43.3% | -38.3% |
| YTD | -49.1% | -4.2% | -44.9% | -48.0% |
| 1Y | -42.4% | +2.1% | -44.4% | -45.4% |
| 3Y | +5.4% | +4.5% | +0.9% | -11.7% |
| 5Y | -92.9% | -12.3% | -80.6% | -92.4% |
| All | -24.5% | +17.7% | -42.2% | -19.2% |
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