+163.0%
AXON vs UPST
-20.9%
+183.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.5% | +4.2% |
| 7D | -25.6% | -12.1% | -13.6% | -24.3% |
| 30D | -23.9% | -13.4% | -10.5% | -22.5% |
| 3M | -50.4% | -31.2% | -19.2% | -47.9% |
| 6M | -20.0% | -28.3% | +8.3% | -16.4% |
| YTD | -44.5% | -53.0% | +8.5% | -39.2% |
| 1Y | -44.9% | -47.2% | +2.3% | -40.6% |
| 3Y | +44.7% | -1.5% | +46.2% | +42.9% |
| 5Y | +86.7% | -91.6% | +178.3% | +93.8% |
| All | +163.0% | -20.9% | +183.9% | +157.1% |
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