+1,091.6%
UPRO vs ACM
+147.1%
+944.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.2% | +1.8% | +1.5% |
| 7D | -0.9% | +6.9% | -7.8% | -7.2% |
| 30D | -11.4% | +19.1% | -30.5% | -26.2% |
| 3M | -10.9% | -6.9% | -4.0% | -6.6% |
| 6M | -0.5% | -12.0% | +11.5% | +7.6% |
| YTD | +19.9% | -25.1% | +45.0% | +50.9% |
| 1Y | +24.2% | -45.4% | +69.6% | +120.2% |
| 3Y | +236.9% | -6.9% | +243.9% | +224.7% |
| 5Y | +96.6% | +3.7% | +92.8% | +79.9% |
| 10Y | +1,091.6% | +135.8% | +955.8% | +443.5% |
| All | +1,091.6% | +147.1% | +944.5% | +443.5% |
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