+117.3%
UPRO vs AMDL
+119.6%
-2.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +14.3% | -10.4% | +0.6% |
| 7D | -3.8% | +18.5% | -22.3% | -9.5% |
| 30D | -8.9% | -24.2% | +15.4% | -6.5% |
| 3M | -7.4% | +11.5% | -18.9% | -14.9% |
| 6M | +1.6% | -1.0% | +2.6% | -10.1% |
| YTD | +23.2% | +260.3% | -237.1% | -29.4% |
| 1Y | +21.2% | +178.2% | -156.9% | -26.5% |
| All | +117.3% | +119.6% | -2.3% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling