-29.4%
AFRM vs UPRO
+260.3%
-289.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.0% | -7.1% | -7.2% |
| 7D | -7.5% | -0.9% | -6.7% | -8.0% |
| 30D | -15.7% | -11.4% | -4.3% | -5.9% |
| 3M | -9.6% | -10.9% | +1.3% | +0.2% |
| 6M | +6.3% | -0.5% | +6.8% | +4.4% |
| YTD | -8.6% | +19.9% | -28.5% | -27.2% |
| 1Y | -7.6% | +24.2% | -31.8% | -29.2% |
| 3Y | +173.7% | +236.9% | -63.3% | -35.5% |
| 5Y | -56.9% | +96.6% | -153.4% | -80.9% |
| All | -29.4% | +260.3% | -289.7% | -76.1% |
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