+182.3%
AXON vs UPST
-88.8%
+271.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.5% | -3.9% |
| 7D | -14.2% | -3.5% | -10.6% | -13.6% |
| 30D | -15.4% | -7.1% | -8.3% | -14.2% |
| 3M | +0.5% | -13.1% | +13.6% | +3.0% |
| 6M | -9.5% | -1.1% | -8.4% | -9.5% |
| YTD | -9.2% | -35.9% | +26.7% | -3.2% |
| 1Y | -29.4% | -57.4% | +28.0% | -20.5% |
| 3Y | +139.4% | -14.9% | +154.3% | +129.7% |
| All | +182.3% | -88.8% | +271.1% | +203.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling