+66.5%
AG vs UPRO
+1,226.0%
-1,159.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.0% | -4.4% |
| 7D | -5.8% | -6.0% | +0.2% | -4.1% |
| 30D | +6.4% | -5.8% | +12.1% | +8.2% |
| 3M | +28.4% | +10.8% | +17.6% | +25.1% |
| 6M | -24.5% | +31.6% | -56.0% | -29.2% |
| YTD | +21.2% | +25.4% | -4.2% | +15.2% |
| 1Y | +114.1% | +39.2% | +74.9% | +98.9% |
| 3Y | +268.0% | +218.5% | +49.5% | +174.5% |
| 5Y | +67.3% | +137.1% | -69.7% | +25.8% |
| All | +66.5% | +1,226.0% | -1,159.5% | -19.1% |
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