+15.4%
AMCR vs UPRO
+226.4%
-211.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -2.4% | +7.4% | -9.8% | -3.9% |
| 30D | +3.6% | -7.9% | +11.5% | +5.1% |
| 3M | -4.2% | -12.0% | +7.8% | -2.1% |
| 6M | +15.5% | -2.0% | +17.5% | +15.1% |
| YTD | +9.7% | +20.4% | -10.6% | +4.3% |
| 1Y | +8.3% | +24.5% | -16.2% | +2.2% |
| 3Y | +15.4% | +224.4% | -209.0% | -20.8% |
| All | +15.4% | +226.4% | -211.0% | -20.8% |
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