+279.0%
AG vs UPRO
+230.2%
+48.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.2% |
| 7D | +4.5% | +1.5% | +3.0% | +3.7% |
| 30D | +12.9% | -3.7% | +16.6% | +15.1% |
| 3M | +20.9% | +8.0% | +13.0% | +16.7% |
| 6M | -19.5% | +38.7% | -58.2% | -30.0% |
| YTD | +24.8% | +29.5% | -4.8% | +12.1% |
| 1Y | +120.2% | +46.1% | +74.2% | +89.4% |
| 3Y | +279.0% | +229.1% | +49.9% | +146.8% |
| All | +279.0% | +230.2% | +48.9% | +146.8% |
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