+97.5%
UPRO vs ACM
+1.1%
+96.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.8% |
| 7D | +7.4% | +5.6% | +1.8% | +1.7% |
| 30D | -7.9% | +20.8% | -28.7% | -23.9% |
| 3M | -12.0% | +11.4% | -23.4% | -22.1% |
| 6M | -2.0% | +0.9% | -2.9% | -6.9% |
| YTD | +20.4% | -24.8% | +45.2% | +53.3% |
| 1Y | +24.5% | -46.4% | +70.9% | +143.9% |
| 3Y | +224.4% | -9.2% | +233.6% | +188.3% |
| All | +97.5% | +1.1% | +96.5% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling