+95.0%
AMT vs UPRO
+1,152.9%
-1,057.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | -0.2% | +1.5% | -1.6% | -0.5% |
| 30D | +1.8% | -3.7% | +5.6% | +2.6% |
| 3M | -6.2% | +8.0% | -14.2% | -8.4% |
| 6M | -5.0% | +38.7% | -43.6% | -12.7% |
| YTD | +2.1% | +29.5% | -27.5% | -5.2% |
| 1Y | -5.7% | +46.1% | -51.8% | -15.3% |
| 3Y | +7.9% | +229.1% | -221.2% | -26.1% |
| 5Y | -32.3% | +136.0% | -168.3% | -52.8% |
| 10Y | +95.0% | +1,155.3% | -1,060.3% | -24.0% |
| All | +95.0% | +1,152.9% | -1,057.9% | -24.0% |
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