+213.7%
AFRM vs UPRO
+210.8%
+2.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.9% |
| 7D | -7.3% | -8.7% | +1.4% | -0.5% |
| 30D | -9.6% | -16.9% | +7.3% | +5.2% |
| 3M | -11.1% | -15.3% | +4.2% | +1.7% |
| 6M | +3.9% | -5.7% | +9.6% | +8.0% |
| YTD | -8.5% | +12.1% | -20.6% | -18.3% |
| 1Y | +3.3% | +16.4% | -13.2% | -10.8% |
| 3Y | +213.7% | +210.5% | +3.2% | +55.5% |
| All | +213.7% | +210.8% | +2.9% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling