+97.5%
UPRO vs AVAV
+28.1%
+69.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.4% |
| 7D | +7.4% | +4.2% | +3.2% | +6.1% |
| 30D | -7.9% | -2.6% | -5.3% | -7.6% |
| 3M | -12.0% | -38.0% | +26.0% | 0.0% |
| 6M | -2.0% | -27.0% | +25.0% | +3.5% |
| YTD | +20.4% | -51.4% | +71.8% | +37.7% |
| 1Y | +24.5% | -60.2% | +84.7% | +51.4% |
| 3Y | +224.4% | -6.7% | +231.0% | +161.6% |
| All | +97.5% | +28.1% | +69.4% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling