-55.3%
AFRM vs UPRO
+104.9%
-160.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | -1.3% |
| 7D | -10.3% | -3.8% | -6.5% | -7.8% |
| 30D | -13.7% | -8.9% | -4.9% | -6.3% |
| 3M | -11.6% | -7.4% | -4.1% | -5.6% |
| 6M | +2.1% | +1.6% | +0.5% | -2.2% |
| YTD | -8.9% | +23.2% | -32.0% | -30.3% |
| 1Y | -9.7% | +21.2% | -31.0% | -29.8% |
| 3Y | +202.5% | +230.8% | -28.4% | -33.1% |
| 5Y | -55.3% | +106.7% | -162.0% | -81.6% |
| All | -55.3% | +104.9% | -160.2% | -81.6% |
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 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