-4.8%
UPST vs ALC
+10.5%
-15.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | +0.7% |
| 7D | -3.5% | -2.1% | -1.4% | -1.3% |
| 30D | -7.1% | -0.1% | -7.0% | -7.1% |
| 3M | -13.1% | +5.9% | -19.0% | -19.4% |
| 6M | -1.1% | -15.9% | +14.8% | +17.5% |
| YTD | -35.9% | -10.1% | -25.8% | -29.6% |
| 1Y | -57.4% | -10.2% | -47.2% | -53.6% |
| 3Y | -14.9% | -13.6% | -1.3% | -8.5% |
| 5Y | -88.7% | -15.1% | -73.5% | -87.1% |
| All | -4.8% | +10.5% | -15.3% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling