+24.5%
UPRO vs ACGL
+19.1%
+5.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.1% |
| 7D | +7.4% | +2.2% | +5.2% | +8.2% |
| 30D | -7.9% | +12.3% | -20.2% | -3.7% |
| 3M | -12.0% | +11.8% | -23.8% | -8.0% |
| 6M | -2.0% | +17.5% | -19.4% | +5.4% |
| YTD | +20.4% | +14.3% | +6.1% | +28.5% |
| 1Y | +24.5% | +18.2% | +6.3% | +32.0% |
| All | +24.5% | +19.1% | +5.4% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling