+952.6%
APH vs UPRO
+1,083.8%
-131.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -5.0% | -2.9% | -2.2% | -4.0% |
| 30D | -8.4% | -12.4% | +4.1% | -3.6% |
| 3M | -4.5% | -11.9% | +7.4% | +0.2% |
| 6M | +25.3% | -1.7% | +26.9% | +25.9% |
| YTD | +18.9% | +18.5% | +0.4% | +10.9% |
| 1Y | +11.9% | +17.5% | -5.6% | +4.9% |
| 3Y | +278.0% | +218.4% | +59.6% | +138.5% |
| 5Y | +306.4% | +99.1% | +207.3% | +179.9% |
| All | +952.6% | +1,083.8% | -131.1% | +240.1% |
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 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