-98.8%
AMC vs UPRO
+1,102.3%
-1,201.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | +8.4% | +9.7% | -1.2% | +4.3% |
| 30D | +9.2% | -9.8% | +18.9% | +14.2% |
| 3M | +32.0% | -9.1% | +41.1% | +37.7% |
| 6M | +149.3% | +0.9% | +148.4% | +147.6% |
| YTD | +114.1% | +21.9% | +92.2% | +96.6% |
| 1Y | +35.8% | +19.8% | +16.0% | +25.5% |
| 3Y | -58.3% | +227.4% | -285.7% | -76.2% |
| 5Y | -99.2% | +100.1% | -199.3% | -99.4% |
| All | -98.8% | +1,102.3% | -1,201.0% | -99.6% |
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