-99.4%
AMC vs UPRO
+137.3%
-236.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +5.0% |
| 7D | +2.3% | +0.1% | +2.3% | +2.1% |
| 30D | -0.7% | -0.9% | +0.1% | -0.3% |
| 3M | +35.2% | +1.9% | +33.3% | +32.0% |
| 6M | +124.6% | +33.1% | +91.5% | +89.0% |
| YTD | +69.9% | +31.8% | +38.1% | +43.5% |
| 1Y | -2.6% | +48.3% | -50.9% | -23.6% |
| 3Y | -79.8% | +221.5% | -301.2% | -91.3% |
| All | -99.4% | +137.3% | -236.7% | -99.7% |
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