+329.9%
AXON vs UPST
+7.9%
+322.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.5% | -4.0% |
| 7D | -14.2% | -3.5% | -10.6% | -13.7% |
| 30D | -15.4% | -7.1% | -8.3% | -14.5% |
| 3M | +0.5% | -13.1% | +13.6% | +2.4% |
| 6M | -9.5% | -1.1% | -8.4% | -9.5% |
| YTD | -9.2% | -35.9% | +26.7% | -4.5% |
| 1Y | -29.4% | -57.4% | +28.0% | -22.5% |
| 3Y | +139.4% | -14.9% | +154.3% | +133.3% |
| 5Y | +178.9% | -88.7% | +267.6% | +177.8% |
| All | +329.9% | +7.9% | +322.1% | +303.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling