-48.1%
AXON vs UPST
-44.0%
-4.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.8% | -3.8% |
| 7D | -28.7% | +4.4% | -33.1% | -30.0% |
| 30D | -28.3% | -7.7% | -20.6% | -26.0% |
| 3M | -46.9% | -28.4% | -18.5% | -39.0% |
| 6M | -24.9% | -23.2% | -1.7% | -16.1% |
| YTD | -46.6% | -49.1% | +2.5% | -33.8% |
| All | -48.1% | -44.0% | -4.1% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling