+152.2%
AXON vs UPST
-21.5%
+173.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.1% | +0.9% |
| 7D | -27.4% | -4.5% | -22.9% | -26.9% |
| 30D | -28.5% | -15.3% | -13.1% | -26.9% |
| 3M | -49.3% | -32.4% | -16.8% | -46.6% |
| 6M | -25.0% | -29.5% | +4.5% | -21.5% |
| YTD | -46.7% | -53.3% | +6.6% | -41.6% |
| 1Y | -48.3% | -47.4% | -0.9% | -44.2% |
| 3Y | +38.8% | -2.2% | +41.0% | +37.2% |
| 5Y | +77.7% | -92.0% | +169.7% | +84.8% |
| All | +152.2% | -21.5% | +173.7% | +146.9% |
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