+76.8%
UPRO vs AMRZ
-19.2%
+96.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.4% |
| 7D | -1.3% | -4.7% | +3.3% | +0.7% |
| 30D | -5.0% | -11.3% | +6.3% | -0.1% |
| 3M | +7.5% | -22.1% | +29.6% | +18.7% |
| 6M | +33.2% | -29.6% | +62.8% | +52.8% |
| YTD | +27.7% | -23.3% | +51.0% | +41.1% |
| 1Y | +43.0% | -23.7% | +66.8% | +55.1% |
| All | +76.8% | -19.2% | +96.1% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling