+18.8%
UPRO vs ACM
-46.1%
+64.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.2% | +1.8% | +5.2% |
| 7D | -0.9% | +6.9% | -7.8% | -2.8% |
| 30D | -11.4% | +19.1% | -30.5% | -15.8% |
| 3M | -10.9% | -6.9% | -4.0% | -9.1% |
| 6M | -0.5% | -12.0% | +11.5% | +3.3% |
| YTD | +19.9% | -25.1% | +45.0% | +31.8% |
| All | +18.8% | -46.1% | +64.9% | +36.4% |
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