+2.6%
AVTR vs UPRO
+517.0%
-514.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.9% |
| 7D | +1.6% | -1.3% | +2.9% | +2.0% |
| 30D | +8.4% | -5.0% | +13.4% | +10.3% |
| 3M | +50.2% | +7.5% | +42.7% | +45.2% |
| 6M | +82.6% | +33.2% | +49.3% | +62.8% |
| YTD | +29.8% | +27.7% | +2.1% | +17.5% |
| 1Y | +16.0% | +43.0% | -27.1% | +0.4% |
| 3Y | -26.4% | +224.4% | -250.9% | -54.7% |
| 5Y | -64.5% | +135.9% | -200.3% | -77.4% |
| All | +2.6% | +517.0% | -514.4% | -58.4% |
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 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