+1,155.3%
UPRO vs ACM
+128.0%
+1,027.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -0.9% |
| 7D | +1.5% | -0.3% | +1.7% | +1.8% |
| 30D | -3.7% | -12.9% | +9.2% | +8.6% |
| 3M | +8.0% | -6.4% | +14.4% | +11.4% |
| 6M | +38.7% | -29.2% | +67.9% | +90.1% |
| YTD | +29.5% | -29.9% | +59.5% | +75.1% |
| 1Y | +46.1% | -47.3% | +93.4% | +166.2% |
| 3Y | +229.1% | -19.6% | +248.7% | +275.4% |
| 5Y | +136.0% | +5.5% | +130.5% | +113.4% |
| 10Y | +1,155.3% | +129.7% | +1,025.6% | +514.9% |
| All | +1,155.3% | +128.0% | +1,027.3% | +514.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling