+12,179.8%
UPRO vs AMP
+3,042.1%
+9,137.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -2.7% |
| 7D | +7.4% | +3.9% | +3.5% | +2.5% |
| 30D | -7.9% | +5.1% | -13.0% | -13.4% |
| 3M | -12.0% | -8.7% | -3.3% | -2.5% |
| 6M | -2.0% | +11.4% | -13.4% | -16.1% |
| YTD | +20.4% | +7.3% | +13.1% | +5.8% |
| 1Y | +24.5% | +14.6% | +10.0% | +0.7% |
| 3Y | +224.4% | +61.2% | +163.1% | +76.6% |
| 5Y | +97.6% | +81.0% | +16.6% | +1.5% |
| 10Y | +1,097.3% | +468.0% | +629.3% | +75.0% |
| All | +12,179.8% | +3,042.1% | +9,137.7% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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