-99.3%
AMC vs UPRO
+81.0%
-180.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +2.6% | -8.7% | +11.3% | +8.3% |
| 30D | +9.0% | -16.9% | +25.9% | +21.3% |
| 3M | +22.2% | -15.3% | +37.4% | +34.4% |
| 6M | +91.5% | -5.7% | +97.2% | +96.4% |
| YTD | +101.3% | +12.1% | +89.2% | +86.9% |
| 1Y | +20.8% | +16.4% | +4.3% | +9.6% |
| 3Y | -71.3% | +210.5% | -281.9% | -87.5% |
| All | -99.3% | +81.0% | -180.3% | -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