+203.0%
AMAT vs UPRO
+222.2%
-19.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +5.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -14.8% | -0.9% | -13.9% | -14.5% |
| 3M | -9.3% | +1.9% | -11.2% | -10.0% |
| 6M | +27.4% | +33.1% | -5.7% | +6.6% |
| YTD | +77.6% | +31.8% | +45.8% | +49.8% |
| 1Y | +188.9% | +48.3% | +140.7% | +126.9% |
| All | +203.0% | +222.2% | -19.2% | +46.7% |
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