+161.0%
AXON vs UPST
-15.8%
+176.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.1% | -17.1% | -18.0% |
| 7D | -26.8% | -4.9% | -21.9% | -26.3% |
| 30D | -22.9% | -8.9% | -14.0% | -22.0% |
| 3M | -40.1% | -26.3% | -13.8% | -37.6% |
| 6M | -18.9% | -23.7% | +4.8% | -15.9% |
| YTD | -44.9% | -49.9% | +5.1% | -40.1% |
| 1Y | -46.7% | -42.0% | -4.7% | -43.2% |
| 3Y | +44.3% | -25.3% | +69.6% | +44.3% |
| 5Y | +71.4% | -93.4% | +164.8% | +78.0% |
| All | +161.0% | -15.8% | +176.8% | +153.2% |
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