-25.3%
UPST vs ALC
+2.3%
-27.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | +0.4% |
| 7D | -4.9% | +4.9% | -9.8% | -8.3% |
| 30D | -8.9% | +19.0% | -27.8% | -20.0% |
| 3M | -26.3% | +7.8% | -34.1% | -30.4% |
| 6M | -23.7% | +14.6% | -38.3% | -31.9% |
| YTD | -49.9% | -4.4% | -45.5% | -48.5% |
| 1Y | -42.0% | +1.4% | -43.4% | -43.1% |
| 3Y | -25.3% | +2.5% | -27.8% | -31.2% |
| All | -25.3% | +2.3% | -27.6% | -31.2% |
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 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