+45.0%
AA vs UPRO
+1,064.0%
-1,019.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.8% |
| 7D | +1.2% | -2.9% | +4.1% | +2.4% |
| 30D | -5.0% | -12.4% | +7.4% | +1.3% |
| 3M | -22.2% | -11.9% | -10.4% | -17.5% |
| 6M | -36.3% | -1.7% | -34.7% | -36.4% |
| YTD | -24.2% | +18.5% | -42.7% | -32.2% |
| 1Y | +3.9% | +17.5% | -13.6% | -6.5% |
| 3Y | +67.6% | +218.4% | -150.8% | -13.6% |
| 5Y | -8.8% | +99.1% | -108.0% | -45.5% |
| 10Y | +45.0% | +1,071.1% | -1,026.1% | -73.9% |
| All | +45.0% | +1,064.0% | -1,019.0% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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