-71.9%
AMC vs UPRO
+208.2%
-280.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -13.2% | +0.7% | -6.9% |
| 7D | 0.0% | -14.4% | +14.4% | +6.9% |
| 30D | +4.4% | -18.2% | +22.7% | +13.8% |
| 3M | +15.4% | -16.4% | +31.8% | +24.6% |
| 6M | +93.7% | -2.6% | +96.3% | +96.0% |
| YTD | +97.4% | +11.1% | +86.3% | +89.6% |
| 1Y | +23.2% | +11.8% | +11.4% | +18.0% |
| All | -71.9% | +208.2% | -280.1% | -83.4% |
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