+235.9%
UPRO vs ACM
-19.2%
+255.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +0.1% | -3.7% | +3.8% | +2.9% |
| 30D | -0.9% | -11.1% | +10.2% | +7.1% |
| 3M | +1.9% | -8.0% | +9.9% | +6.6% |
| 6M | +33.1% | -29.7% | +62.8% | +74.5% |
| YTD | +31.8% | -29.4% | +61.2% | +68.2% |
| 1Y | +48.3% | -46.4% | +94.7% | +148.3% |
| All | +235.9% | -19.2% | +255.1% | +245.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling