-89.3%
UPST vs ALC
-16.0%
-73.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | +0.8% |
| 7D | -3.5% | -2.1% | -1.4% | -1.2% |
| 30D | -7.1% | -0.1% | -7.0% | -7.2% |
| 3M | -13.1% | +5.9% | -19.0% | -19.8% |
| 6M | -1.1% | -15.9% | +14.8% | +18.7% |
| YTD | -35.9% | -10.1% | -25.8% | -29.4% |
| 1Y | -57.4% | -10.2% | -47.2% | -53.5% |
| 3Y | -14.9% | -13.6% | -1.3% | -10.1% |
| All | -89.3% | -16.0% | -73.3% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling