-93.5%
UPST vs ALLY
-9.5%
-84.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | +1.0% |
| 7D | -4.9% | +0.9% | -5.8% | -6.0% |
| 30D | -8.9% | +3.1% | -12.0% | -12.0% |
| 3M | -26.3% | -12.6% | -13.8% | -13.0% |
| 6M | -23.7% | -12.4% | -11.3% | -10.5% |
| YTD | -49.9% | -13.2% | -36.8% | -40.9% |
| 1Y | -42.0% | +1.8% | -43.8% | -43.6% |
| 3Y | -25.3% | +58.0% | -83.3% | -57.8% |
| All | -93.5% | -9.5% | -84.0% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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