-13.5%
AVTR vs UPRO
+226.4%
-239.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.0% | -4.1% | +0.6% |
| 7D | +1.9% | -0.9% | +2.8% | +1.8% |
| 30D | +1.5% | -11.4% | +13.0% | +5.2% |
| 3M | +17.1% | -10.9% | +28.0% | +20.8% |
| 6M | +91.5% | -0.5% | +92.0% | +88.9% |
| YTD | +38.8% | +19.9% | +19.0% | +27.6% |
| 1Y | +37.7% | +24.2% | +13.6% | +24.7% |
| 3Y | -13.5% | +236.9% | -250.4% | -43.6% |
| All | -13.5% | +226.4% | -239.9% | -43.6% |
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