+132.5%
UPRO vs AMDL
+95.0%
+37.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.2% | -10.4% | -3.3% |
| 7D | +0.1% | +4.5% | -4.5% | -1.1% |
| 30D | -0.9% | -4.4% | +3.5% | -0.7% |
| 3M | +1.9% | -30.5% | +32.4% | +4.5% |
| 6M | +33.1% | +300.9% | -267.8% | -18.2% |
| YTD | +31.8% | +219.9% | -188.1% | -18.3% |
| 1Y | +48.3% | +374.7% | -326.4% | -25.4% |
| All | +132.5% | +95.0% | +37.5% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling