+109.5%
AXON vs UPST
-93.2%
+202.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -5.3% | -4.5% | -8.9% |
| 7D | -12.7% | -10.9% | -1.8% | -11.0% |
| 30D | -8.6% | -7.2% | -1.4% | -7.5% |
| 3M | -37.2% | -26.7% | -10.5% | -33.8% |
| 6M | +0.5% | -29.0% | +29.5% | +6.4% |
| YTD | -32.6% | -49.4% | +16.7% | -25.2% |
| 1Y | -40.2% | -47.0% | +6.8% | -34.2% |
| 3Y | +76.1% | -27.0% | +103.1% | +74.5% |
| 5Y | +109.5% | -93.3% | +202.8% | +154.8% |
| All | +109.5% | -93.2% | +202.6% | +154.8% |
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