+11,332.2%
UPRO vs ACM
+141.9%
+11,190.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -8.7% | +5.4% | -14.1% | -13.2% |
| 30D | -16.9% | +15.1% | -32.0% | -27.9% |
| 3M | -15.3% | -10.5% | -4.8% | -8.1% |
| 6M | -5.7% | -19.7% | +14.0% | +11.2% |
| YTD | +12.1% | -28.8% | +40.9% | +46.2% |
| 1Y | +16.4% | -47.9% | +64.3% | +106.7% |
| 3Y | +210.5% | -12.4% | +222.9% | +225.6% |
| 5Y | +82.4% | +0.6% | +81.8% | +78.7% |
| 10Y | +1,144.5% | +161.3% | +983.3% | +406.8% |
| All | +11,332.2% | +141.9% | +11,190.3% | +4,567.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling