+78.1%
AZN vs UPST
-1.6%
+79.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.6% | +0.3% |
| 7D | -1.6% | -8.8% | +7.2% | -1.4% |
| 30D | +1.1% | -12.1% | +13.1% | +1.3% |
| 3M | -12.1% | -19.5% | +7.4% | -11.8% |
| 6M | -17.1% | -6.8% | -10.3% | -17.2% |
| YTD | -12.0% | -41.5% | +29.5% | -11.3% |
| 1Y | -0.2% | -58.9% | +58.6% | +1.2% |
| 3Y | +26.8% | -15.2% | +41.9% | +25.0% |
| 5Y | +56.9% | -90.5% | +147.4% | +54.4% |
| All | +78.1% | -1.6% | +79.6% | +86.1% |
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