+105.1%
AZN vs UPST
-24.8%
+129.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.1% |
| 3M | +17.3% | -36.8% | +54.1% | +18.3% |
| 6M | -1.7% | -27.5% | +25.8% | -1.3% |
| YTD | +1.4% | -55.3% | +56.6% | +2.7% |
| 1Y | +5.2% | -47.5% | +52.7% | +6.1% |
| 3Y | +52.6% | -10.4% | +63.1% | +50.6% |
| 5Y | +72.9% | -92.6% | +165.5% | +71.1% |
| All | +105.1% | -24.8% | +129.8% | +115.4% |
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