+11,332.2%
UPRO vs AVAV
+296.8%
+11,035.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.5% | -9.6% | -3.5% |
| 7D | -8.7% | -10.6% | +1.9% | -4.7% |
| 30D | -16.9% | -18.8% | +1.9% | -10.1% |
| 3M | -15.3% | -34.1% | +18.8% | -1.2% |
| 6M | -5.7% | -35.3% | +29.6% | +6.4% |
| YTD | +12.1% | -53.4% | +65.5% | +36.6% |
| 1Y | +16.4% | -65.6% | +82.1% | +61.0% |
| 3Y | +210.5% | -5.1% | +215.6% | +135.6% |
| 5Y | +82.4% | +18.5% | +63.9% | +13.5% |
| 10Y | +1,144.5% | +369.8% | +774.7% | +234.5% |
| All | +11,332.2% | +296.8% | +11,035.4% | +2,783.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling