-6.5%
UPST vs ALC
+4.3%
-10.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.4% | -6.8% | -7.2% |
| 7D | -4.5% | +2.3% | -6.8% | -5.8% |
| 30D | -15.3% | +15.5% | -30.8% | -24.0% |
| 3M | -32.4% | +0.6% | -33.0% | -32.8% |
| 6M | -29.5% | +18.4% | -47.9% | -38.7% |
| YTD | -53.3% | -5.6% | -47.8% | -51.5% |
| 1Y | -47.4% | 0.0% | -47.4% | -47.8% |
| All | -6.5% | +4.3% | -10.8% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling