-32.4%
AFRM vs UPRO
+261.9%
-294.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | +0.2% |
| 7D | -4.4% | +7.4% | -11.8% | -11.6% |
| 30D | -7.7% | -7.9% | +0.2% | -1.3% |
| 3M | -16.9% | -12.0% | -4.9% | -6.7% |
| 6M | +2.5% | -2.0% | +4.4% | +2.2% |
| YTD | -12.5% | +20.4% | -32.9% | -30.6% |
| 1Y | -11.0% | +24.5% | -35.5% | -32.0% |
| 3Y | +184.6% | +224.4% | -39.8% | -29.3% |
| 5Y | -56.3% | +97.6% | -153.9% | -80.8% |
| All | -32.4% | +261.9% | -294.3% | -77.2% |
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