+117.1%
AMAT vs UPRO
+80.0%
+37.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.2% | -0.4% | -5.3% |
| 7D | -24.3% | -14.4% | -9.9% | -16.3% |
| 30D | -39.8% | -18.2% | -21.5% | -31.4% |
| 3M | -40.2% | -16.4% | -23.8% | -33.0% |
| 6M | -22.1% | -2.6% | -19.5% | -19.7% |
| YTD | +24.7% | +11.1% | +13.5% | +18.7% |
| 1Y | +33.3% | +11.8% | +21.5% | +26.5% |
| 3Y | +133.9% | +209.9% | -76.1% | +18.0% |
| 5Y | +117.1% | +80.9% | +36.2% | +40.7% |
| All | +117.1% | +80.0% | +37.1% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling