+135.1%
AFL vs UPRO
+132.6%
+2.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -2.1% | -1.3% | -0.8% | -1.9% |
| 30D | -5.4% | -5.0% | -0.4% | -4.6% |
| 3M | -0.3% | +7.5% | -7.7% | -2.0% |
| 6M | +5.2% | +33.2% | -28.0% | -1.4% |
| YTD | +5.7% | +27.7% | -22.0% | -0.4% |
| 1Y | +10.2% | +43.0% | -32.8% | +0.9% |
| 3Y | +63.4% | +224.4% | -161.0% | +19.6% |
| All | +135.1% | +132.6% | +2.5% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling