+327.3%
AXTI vs UPST
-26.3%
+353.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.9% | -0.4% | -6.1% |
| 7D | +18.6% | -13.5% | +32.1% | +21.8% |
| 30D | -32.6% | -19.6% | -13.0% | -29.9% |
| 3M | -44.5% | -34.2% | -10.3% | -40.4% |
| 6M | -64.6% | -31.2% | -33.4% | -62.3% |
| YTD | +166.3% | -56.2% | +222.5% | +202.2% |
| 1Y | +296.5% | -51.7% | +348.2% | +341.3% |
| 3Y | +2,099.0% | -8.2% | +2,107.2% | +1,960.1% |
| 5Y | +377.9% | -92.8% | +470.7% | +412.6% |
| All | +327.3% | -26.3% | +353.6% | +280.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling