+66.0%
UPRO vs AMRZ
-15.6%
+81.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.3% | +4.7% | +5.9% |
| 7D | -0.9% | -1.1% | +0.2% | -0.2% |
| 30D | -11.4% | +18.3% | -29.7% | -17.6% |
| 3M | -10.9% | -8.0% | -2.9% | -7.7% |
| 6M | -0.5% | -18.7% | +18.1% | +7.6% |
| YTD | +19.9% | -19.8% | +39.7% | +30.1% |
| 1Y | +24.2% | -12.3% | +36.5% | +30.3% |
| All | +66.0% | -15.6% | +81.6% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling