+459.5%
AJG vs UPRO
+1,258.3%
-798.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.7% | -1.8% |
| 7D | -8.3% | -2.5% | -5.7% | -7.7% |
| 30D | -5.7% | -4.2% | -1.5% | -4.7% |
| 3M | +9.1% | +8.1% | +1.0% | +6.3% |
| 6M | +15.2% | +35.2% | -20.0% | +5.1% |
| YTD | -6.3% | +28.4% | -34.7% | -13.7% |
| 1Y | -19.1% | +39.3% | -58.4% | -27.6% |
| 3Y | +8.2% | +219.9% | -211.7% | -27.5% |
| 5Y | +75.6% | +142.8% | -67.2% | +18.4% |
| All | +459.5% | +1,258.3% | -798.8% | +87.5% |
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 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