+112.0%
AMGN vs UPRO
+133.2%
-21.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -11.6% | -1.3% | -10.3% | -11.5% |
| 30D | -5.7% | -5.0% | -0.6% | -5.0% |
| 3M | +14.2% | +7.5% | +6.7% | +12.8% |
| 6M | +5.2% | +33.2% | -28.0% | +0.2% |
| YTD | +22.0% | +27.7% | -5.7% | +16.8% |
| 1Y | +43.6% | +43.0% | +0.6% | +35.0% |
| 3Y | +65.0% | +224.4% | -159.4% | +34.6% |
| 5Y | +112.0% | +135.9% | -23.8% | +73.6% |
| All | +112.0% | +133.2% | -21.1% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling