+24.5%
UPRO vs AMDL
+130.1%
-105.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -17.6% | +16.3% | +1.9% |
| 7D | +7.4% | +37.2% | -29.8% | +0.5% |
| 30D | -7.9% | -24.0% | +16.2% | -6.6% |
| 3M | -12.0% | -1.0% | -11.0% | -15.6% |
| 6M | -2.0% | -3.2% | +1.2% | -9.5% |
| YTD | +20.4% | +232.2% | -211.8% | -17.0% |
| 1Y | +24.5% | +137.7% | -113.2% | -8.0% |
| All | +24.5% | +130.1% | -105.6% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling