+4,046.2%
APH vs UPRO
+12,035.6%
-7,989.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.2% | +3.8% | -4.1% |
| 7D | -12.7% | -14.4% | +1.7% | -7.4% |
| 30D | -19.2% | -18.2% | -0.9% | -12.6% |
| 3M | -16.7% | -16.4% | -0.3% | -10.7% |
| 6M | +5.1% | -2.6% | +7.8% | +5.9% |
| YTD | +6.6% | +11.1% | -4.6% | +1.7% |
| 1Y | +3.9% | +11.8% | -7.9% | -1.0% |
| 3Y | +246.0% | +209.9% | +36.1% | +115.5% |
| 5Y | +268.0% | +80.9% | +187.1% | +157.8% |
| 10Y | +868.2% | +1,134.2% | -266.0% | +159.1% |
| All | +4,046.2% | +12,035.6% | -7,989.4% | +262.8% |
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