+210.5%
UPRO vs BAM
+85.9%
+124.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.1% |
| 7D | -8.7% | +9.7% | -18.4% | -16.6% |
| 30D | -16.9% | +19.0% | -35.9% | -30.1% |
| 3M | -15.3% | +0.6% | -15.8% | -16.4% |
| 6M | -5.7% | +11.1% | -16.8% | -16.5% |
| YTD | +12.1% | +4.2% | +7.9% | +5.0% |
| 1Y | +16.4% | +3.3% | +13.1% | +9.9% |
| 3Y | +210.5% | +88.8% | +121.8% | +91.0% |
| All | +210.5% | +85.9% | +124.6% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling