+295.8%
AFL vs UPRO
+1,258.3%
-962.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | 0.0% |
| 7D | -1.6% | -2.5% | +0.9% | -1.0% |
| 30D | -4.0% | -4.2% | +0.2% | -3.0% |
| 3M | -0.5% | +8.1% | -8.6% | -3.3% |
| 6M | +6.5% | +35.2% | -28.7% | -3.9% |
| YTD | +6.2% | +28.4% | -22.3% | -3.2% |
| 1Y | +8.3% | +39.3% | -31.0% | -4.3% |
| 3Y | +62.5% | +219.9% | -157.3% | +4.3% |
| 5Y | +136.2% | +142.8% | -6.7% | +51.2% |
| All | +295.8% | +1,258.3% | -962.5% | +22.6% |
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