+224.4%
UPRO vs AGI
+127.5%
+96.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +7.4% | -10.1% | +17.5% | +10.6% |
| 30D | -7.9% | -6.5% | -1.4% | -6.6% |
| 3M | -12.0% | -12.8% | +0.8% | -9.3% |
| 6M | -2.0% | -34.3% | +32.3% | +8.5% |
| YTD | +20.4% | -25.6% | +46.0% | +27.1% |
| 1Y | +24.5% | -14.2% | +38.7% | +26.2% |
| 3Y | +224.4% | +127.3% | +97.1% | +128.4% |
| All | +224.4% | +127.5% | +96.9% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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