+220.6%
APLD vs UPRO
+131.8%
+88.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.8% | +8.9% | +9.0% |
| 7D | -12.7% | -8.7% | -4.0% | -5.2% |
| 30D | -34.7% | -16.9% | -17.8% | -21.9% |
| 3M | -46.1% | -15.3% | -30.9% | -36.6% |
| 6M | -64.9% | -5.7% | -59.1% | -61.7% |
| YTD | -36.6% | +12.1% | -48.7% | -39.0% |
| 1Y | -50.0% | +16.4% | -66.4% | -53.0% |
| 3Y | +190.1% | +210.5% | -20.4% | +24.2% |
| All | +220.6% | +131.8% | +88.8% | +46.4% |
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