+152.8%
AXON vs UPST
-14.4%
+167.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.8% | -3.4% |
| 7D | -28.7% | +4.4% | -33.1% | -29.1% |
| 30D | -28.3% | -7.7% | -20.6% | -27.6% |
| 3M | -46.9% | -28.4% | -18.5% | -44.5% |
| 6M | -24.9% | -23.2% | -1.7% | -22.2% |
| YTD | -46.6% | -49.1% | +2.5% | -42.1% |
| 1Y | -49.7% | -42.4% | -7.3% | -46.3% |
| 3Y | +40.6% | +5.4% | +35.2% | +37.5% |
| 5Y | +71.9% | -92.9% | +164.8% | +77.8% |
| All | +152.8% | -14.4% | +167.2% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 10y: compounded portfolio wealth divided by compounded UPST 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…
10y analysis · Full analysis span regression · 6 months rolling