-46.1%
AXON vs UPST
-51.0%
+4.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.9% | +4.2% | +0.3% |
| 7D | -19.7% | -13.5% | -6.2% | -14.8% |
| 30D | -25.7% | -19.6% | -6.1% | -18.9% |
| 3M | -48.8% | -34.2% | -14.6% | -39.0% |
| 6M | -22.0% | -31.2% | +9.2% | -8.6% |
| YTD | -45.9% | -56.2% | +10.3% | -28.5% |
| 1Y | -46.1% | -51.7% | +5.6% | -30.3% |
| All | -46.1% | -51.0% | +4.9% | -30.3% |
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