+428.5%
AME vs UPRO
+1,162.5%
-734.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | +1.3% | -1.3% | +2.6% | +1.7% |
| 30D | -6.6% | -5.0% | -1.5% | -5.0% |
| 3M | +3.0% | +7.5% | -4.5% | +0.1% |
| 6M | +5.3% | +33.2% | -27.9% | -5.4% |
| YTD | +15.4% | +27.7% | -12.3% | +4.9% |
| 1Y | +26.8% | +43.0% | -16.2% | +10.3% |
| 3Y | +56.5% | +224.4% | -167.9% | -3.8% |
| 5Y | +85.2% | +135.9% | -50.6% | +16.4% |
| 10Y | +428.5% | +1,232.5% | -804.0% | +38.7% |
| All | +428.5% | +1,162.5% | -734.0% | +38.7% |
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