+440.7%
AME vs UPRO
+1,087.5%
-646.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.9% |
| 7D | +5.9% | +7.4% | -1.5% | +3.3% |
| 30D | -1.9% | -7.9% | +6.0% | +0.5% |
| 3M | -5.4% | -12.0% | +6.6% | -1.6% |
| 6M | +4.9% | -2.0% | +6.9% | +4.6% |
| YTD | +18.5% | +20.4% | -1.9% | +9.4% |
| 1Y | +25.5% | +24.5% | +1.0% | +14.4% |
| 3Y | +63.0% | +224.4% | -161.3% | +0.2% |
| 5Y | +78.3% | +97.6% | -19.3% | +19.6% |
| All | +440.7% | +1,087.5% | -646.8% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling