+431.3%
AME vs UPRO
+1,064.0%
-632.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -4.1% | -2.9% | -1.3% | -3.5% |
| 30D | -4.1% | -12.4% | +8.3% | 0.0% |
| 3M | -5.6% | -11.9% | +6.2% | -1.9% |
| 6M | +2.8% | -1.7% | +4.5% | +2.5% |
| YTD | +16.6% | +18.5% | -1.9% | +8.3% |
| 1Y | +21.1% | +17.5% | +3.6% | +12.6% |
| 3Y | +61.1% | +218.4% | -157.3% | -0.4% |
| 5Y | +76.6% | +99.1% | -22.6% | +18.0% |
| 10Y | +431.3% | +1,071.1% | -639.8% | +44.8% |
| All | +431.3% | +1,064.0% | -632.7% | +44.8% |
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 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