+225.6%
UPRO vs AVAV
+48.2%
+177.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | +0.1% | -2.2% | +2.3% | +0.6% |
| 30D | -0.9% | -13.9% | +13.0% | +2.2% |
| 3M | +1.9% | -29.2% | +31.2% | +8.6% |
| 6M | +33.1% | -36.1% | +69.2% | +43.5% |
| YTD | +31.8% | -40.2% | +72.0% | +40.8% |
| 1Y | +48.3% | -36.2% | +84.5% | +54.0% |
| All | +225.6% | +48.2% | +177.3% | +188.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling