-30.7%
UPST vs ALC
+16.1%
-46.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.4% | -6.8% | -6.8% |
| 7D | -4.5% | +2.3% | -6.8% | -6.5% |
| 30D | -15.3% | +15.5% | -30.8% | -27.5% |
| 3M | -32.4% | +0.6% | -33.0% | -33.1% |
| 6M | -29.5% | +18.4% | -47.9% | -42.5% |
| YTD | -53.3% | -5.6% | -47.8% | -51.6% |
| 1Y | -47.4% | 0.0% | -47.4% | -49.0% |
| 3Y | -2.2% | +2.8% | -5.0% | -16.5% |
| 5Y | -92.0% | -8.8% | -83.3% | -91.6% |
| All | -30.7% | +16.1% | -46.8% | -24.6% |
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