-99.2%
AMC vs UPRO
+95.9%
-195.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.0% |
| 7D | +3.5% | +7.4% | -3.9% | -0.6% |
| 30D | +12.5% | -7.9% | +20.3% | +17.9% |
| 3M | +23.6% | -12.0% | +35.6% | +32.9% |
| 6M | +144.4% | -2.0% | +146.3% | +145.3% |
| YTD | +108.3% | +20.4% | +87.9% | +85.8% |
| 1Y | +38.9% | +24.5% | +14.4% | +21.4% |
| 3Y | -58.9% | +224.4% | -283.2% | -82.4% |
| All | -99.2% | +95.9% | -195.1% | -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 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