+1,125.0%
UPRO vs AVAV
+360.4%
+764.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.6% |
| 7D | -3.8% | +9.9% | -13.6% | -7.1% |
| 30D | -8.9% | -5.4% | -3.4% | -7.5% |
| 3M | -7.4% | -36.5% | +29.1% | +8.0% |
| 6M | +1.6% | -25.3% | +26.8% | +7.4% |
| YTD | +23.2% | -48.6% | +71.7% | +42.3% |
| 1Y | +21.2% | -62.1% | +83.3% | +57.4% |
| 3Y | +230.8% | +2.3% | +228.5% | +148.0% |
| 5Y | +106.7% | +35.4% | +71.3% | +25.4% |
| 10Y | +1,125.0% | +345.1% | +779.9% | +374.5% |
| All | +1,125.0% | +360.4% | +764.6% | +374.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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