+265.1%
UPRO vs BAM
+80.8%
+184.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +1.0% |
| 7D | +9.7% | -2.0% | +11.7% | +11.7% |
| 30D | -9.8% | +13.7% | -23.4% | -20.1% |
| 3M | -9.1% | -4.8% | -4.4% | -5.4% |
| 6M | +0.9% | +7.6% | -6.7% | -7.3% |
| YTD | +21.9% | +1.2% | +20.7% | +17.8% |
| 1Y | +19.8% | -2.3% | +22.1% | +19.7% |
| 3Y | +227.4% | +84.1% | +143.3% | +97.1% |
| All | +265.1% | +80.8% | +184.3% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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