+29.8%
UPRO vs ACM
-46.6%
+76.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +1.9% | +4.0% |
| 7D | -2.6% | +9.5% | -12.1% | -5.1% |
| 30D | -4.3% | +14.7% | -19.0% | -8.1% |
| 3M | -4.3% | -9.5% | +5.2% | -1.5% |
| 6M | +14.7% | -18.0% | +32.8% | +22.3% |
| YTD | +28.0% | -27.3% | +55.3% | +42.1% |
| 1Y | +29.8% | -47.0% | +76.8% | +52.6% |
| All | +29.8% | -46.6% | +76.4% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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