+1,161.8%
AMGN vs UPRO
+14,289.1%
-13,127.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +7.8% | -0.9% | +8.7% | +8.0% |
| 3M | +27.3% | +1.9% | +25.3% | +25.9% |
| 6M | +16.8% | +33.1% | -16.3% | +7.7% |
| YTD | +36.3% | +31.8% | +4.5% | +25.7% |
| 1Y | +60.4% | +48.3% | +12.1% | +43.2% |
| 3Y | +86.3% | +221.5% | -135.1% | +30.0% |
| 5Y | +125.7% | +136.7% | -11.1% | +56.6% |
| 10Y | +247.0% | +1,179.2% | -932.1% | +23.5% |
| All | +1,161.8% | +14,289.1% | -13,127.3% | +154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling