+210.5%
UPRO vs AVAV
-5.8%
+216.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.5% | -9.6% | -1.6% |
| 7D | -8.7% | -10.6% | +1.9% | -6.4% |
| 30D | -16.9% | -18.8% | +1.9% | -13.1% |
| 3M | -15.3% | -34.1% | +18.8% | -7.5% |
| 6M | -5.7% | -35.3% | +29.6% | +1.6% |
| YTD | +12.1% | -53.4% | +65.5% | +26.4% |
| 1Y | +16.4% | -65.6% | +82.1% | +42.3% |
| 3Y | +210.5% | -5.1% | +215.6% | +158.5% |
| All | +210.5% | -5.8% | +216.3% | +158.5% |
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 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