+1,110.0%
UPRO vs ACGL
+322.9%
+787.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +9.7% | -1.2% | +10.9% | +11.0% |
| 30D | -9.8% | +12.8% | -22.6% | -21.1% |
| 3M | -9.1% | +12.3% | -21.4% | -20.7% |
| 6M | +0.9% | +15.8% | -14.9% | -17.3% |
| YTD | +21.9% | +13.9% | +8.0% | -0.4% |
| 1Y | +19.8% | +19.0% | +0.8% | -7.1% |
| 3Y | +227.4% | +33.7% | +193.7% | +104.5% |
| 5Y | +100.1% | +173.4% | -73.3% | -51.5% |
| All | +1,110.0% | +322.9% | +787.1% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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