+106.4%
AMCR vs UPRO
+5,226.1%
-5,119.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -1.9% | +0.1% | -1.9% | -1.9% |
| 30D | -4.1% | -0.9% | -3.2% | -4.0% |
| 3M | +21.7% | +1.9% | +19.7% | +20.8% |
| 6M | +1.5% | +33.1% | -31.6% | -4.4% |
| YTD | +13.1% | +31.8% | -18.7% | +6.6% |
| 1Y | +16.5% | +48.3% | -31.8% | +6.9% |
| 3Y | +10.3% | +221.5% | -211.2% | -16.0% |
| 5Y | -7.7% | +136.7% | -144.4% | -29.1% |
| 10Y | +24.6% | +1,179.2% | -1,154.5% | -22.9% |
| All | +106.4% | +5,226.1% | -5,119.7% | +28.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling