-24.9%
AFRM vs UPRO
+296.1%
-321.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.4% |
| 7D | -7.0% | +0.1% | -7.0% | -6.9% |
| 30D | -7.8% | -0.9% | -6.9% | -6.8% |
| 3M | +5.3% | +1.9% | +3.4% | +2.7% |
| 6M | +42.6% | +33.1% | +9.5% | +4.5% |
| YTD | -2.8% | +31.8% | -34.6% | -28.4% |
| 1Y | -19.3% | +48.3% | -67.6% | -47.7% |
| 3Y | +231.0% | +221.5% | +9.5% | -14.9% |
| 5Y | -22.2% | +136.7% | -159.0% | -70.0% |
| All | -24.9% | +296.1% | -321.0% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling