+70.0%
AZN vs UPST
-92.5%
+162.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | -1.1% | -10.6% | +9.6% | -0.8% |
| 30D | +13.8% | -14.0% | +27.8% | +14.2% |
| 3M | +17.3% | -36.8% | +54.1% | +18.7% |
| 6M | -1.7% | -27.5% | +25.8% | -1.1% |
| YTD | +1.4% | -55.3% | +56.6% | +3.2% |
| 1Y | +5.2% | -47.5% | +52.7% | +6.5% |
| 3Y | +52.6% | -10.4% | +63.1% | +49.4% |
| All | +70.0% | -92.5% | +162.5% | +67.1% |
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 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