-61.0%
AMC vs UPRO
+226.4%
-287.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.0% | +1.3% | +5.3% |
| 7D | +6.6% | -0.9% | +7.5% | +7.4% |
| 30D | +14.1% | -11.4% | +25.5% | +20.2% |
| 3M | +31.3% | -10.9% | +42.2% | +38.0% |
| 6M | +126.7% | -0.5% | +127.2% | +127.3% |
| YTD | +117.9% | +19.9% | +98.1% | +103.1% |
| 1Y | +41.1% | +24.2% | +16.9% | +29.8% |
| 3Y | -61.0% | +236.9% | -297.9% | -73.3% |
| All | -61.0% | +226.4% | -287.4% | -73.3% |
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