-19.1%
APTV vs UPRO
+1,162.5%
-1,181.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.0% |
| 7D | -1.2% | -1.3% | +0.2% | -0.5% |
| 30D | -10.6% | -5.0% | -5.6% | -8.5% |
| 3M | -35.0% | +7.5% | -42.5% | -37.7% |
| 6M | -38.9% | +33.2% | -72.1% | -47.3% |
| YTD | -41.5% | +27.7% | -69.2% | -48.7% |
| 1Y | -45.8% | +43.0% | -88.8% | -55.2% |
| 3Y | -55.7% | +224.4% | -280.1% | -76.6% |
| 5Y | -70.1% | +135.9% | -206.0% | -83.0% |
| 10Y | -19.1% | +1,232.5% | -1,251.6% | -81.2% |
| All | -19.1% | +1,162.5% | -1,181.6% | -81.2% |
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