+228.4%
UPRO vs ACM
-9.6%
+238.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +9.7% | +5.1% | +4.6% | +5.9% |
| 30D | -9.8% | +18.7% | -28.4% | -19.9% |
| 3M | -9.1% | +15.5% | -24.6% | -18.5% |
| 6M | +0.9% | +1.2% | -0.3% | -2.1% |
| YTD | +21.9% | -25.2% | +47.1% | +49.1% |
| 1Y | +19.8% | -46.3% | +66.1% | +106.8% |
| All | +228.4% | -9.6% | +238.0% | +224.1% |
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