+504.9%
AXTI vs UPST
+7.9%
+497.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.6% | +11.3% | +10.0% |
| 7D | +5.1% | -3.5% | +8.7% | +5.8% |
| 30D | -10.2% | -7.1% | -3.0% | -9.1% |
| 3M | -41.8% | -13.1% | -28.8% | -40.3% |
| 6M | +57.5% | -1.1% | +58.6% | +57.3% |
| YTD | +277.0% | -35.9% | +312.9% | +300.4% |
| 1Y | +1,982.4% | -57.4% | +2,039.8% | +2,245.4% |
| 3Y | +2,234.8% | -14.9% | +2,249.7% | +2,064.8% |
| 5Y | +528.3% | -88.7% | +617.0% | +522.9% |
| All | +504.9% | +7.9% | +497.0% | +403.6% |
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