+1,162.1%
AMAT vs UPRO
+1,093.1%
+69.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.7% |
| 7D | -14.7% | -8.7% | -6.0% | -10.0% |
| 30D | -36.1% | -16.9% | -19.2% | -28.7% |
| 3M | -36.9% | -15.3% | -21.6% | -30.5% |
| 6M | -22.2% | -5.7% | -16.5% | -18.5% |
| YTD | +29.9% | +12.1% | +17.8% | +23.7% |
| 1Y | +43.3% | +16.4% | +26.8% | +33.6% |
| 3Y | +142.7% | +210.5% | -67.9% | +28.0% |
| 5Y | +126.2% | +82.4% | +43.8% | +47.0% |
| All | +1,162.1% | +1,093.1% | +69.0% | +159.8% |
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 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