+97.8%
UPRO vs AMDL
+47.6%
+50.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +22.3% | -21.4% | -4.3% |
| 7D | -8.7% | -26.2% | +17.5% | -3.9% |
| 30D | -16.9% | -57.1% | +40.2% | -2.3% |
| 3M | -15.3% | -29.8% | +14.6% | -12.7% |
| 6M | -5.7% | -22.2% | +16.5% | -11.9% |
| YTD | +12.1% | +142.1% | -130.0% | -29.1% |
| 1Y | +16.4% | +85.8% | -69.4% | -22.1% |
| All | +97.8% | +47.6% | +50.2% | -5.7% |
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