+951.3%
APH vs UPRO
+1,163.1%
-211.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +7.0% | +1.2% | +5.5% |
| 7D | +1.1% | -0.9% | +2.0% | +1.4% |
| 30D | -7.5% | -11.4% | +4.0% | -3.1% |
| 3M | -4.4% | -10.9% | +6.5% | -0.1% |
| 6M | +26.5% | -0.5% | +27.0% | +26.6% |
| YTD | +20.0% | +19.9% | +0.2% | +11.5% |
| 1Y | +16.9% | +24.2% | -7.3% | +7.2% |
| 3Y | +288.5% | +236.9% | +51.6% | +140.2% |
| 5Y | +310.3% | +96.6% | +213.7% | +183.7% |
| 10Y | +951.3% | +1,091.6% | -140.3% | +240.5% |
| All | +951.3% | +1,163.1% | -211.8% | +240.5% |
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