+87.6%
AZO vs UPST
-90.4%
+178.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.7% | -1.3% |
| 7D | -0.8% | -8.1% | +7.3% | -0.6% |
| 30D | -5.1% | -14.3% | +9.2% | -4.9% |
| 3M | -7.2% | -16.6% | +9.4% | -7.0% |
| 6M | -20.7% | -7.3% | -13.5% | -20.8% |
| YTD | -14.2% | -40.8% | +26.6% | -13.6% |
| 1Y | -32.2% | -62.4% | +30.3% | -31.2% |
| 3Y | +11.1% | -15.3% | +26.4% | +7.7% |
| 5Y | +87.6% | -91.1% | +178.6% | +84.7% |
| All | +87.6% | -90.4% | +178.0% | +84.7% |
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