+373.4%
APLD vs UPRO
+222.2%
+151.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.9% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | -11.7% | -0.9% | -10.8% | -10.9% |
| 3M | -40.3% | +1.9% | -42.2% | -40.7% |
| 6M | -8.0% | +33.1% | -41.1% | -27.5% |
| YTD | +7.5% | +31.8% | -24.2% | -13.6% |
| 1Y | +84.0% | +48.3% | +35.7% | +33.6% |
| All | +373.4% | +222.2% | +151.2% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling