+1,104.1%
AWK vs UPRO
+12,842.3%
-11,738.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +2.7% | -2.9% | +5.6% | +2.9% |
| 30D | +16.7% | -12.4% | +29.1% | +18.9% |
| 3M | +11.7% | -11.9% | +23.6% | +13.6% |
| 6M | +21.9% | -1.7% | +23.6% | +20.8% |
| YTD | +17.6% | +18.5% | -0.9% | +11.6% |
| 1Y | +19.8% | +17.5% | +2.3% | +13.6% |
| 3Y | +31.0% | +218.4% | -187.4% | -4.1% |
| 5Y | -3.0% | +99.1% | -102.1% | -25.9% |
| 10Y | +156.8% | +1,071.1% | -914.3% | +19.0% |
| All | +1,104.1% | +12,842.3% | -11,738.3% | +225.5% |
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