+218.4%
UPRO vs BAM
+91.9%
+126.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | +0.1% |
| 7D | -2.9% | +5.0% | -7.9% | -6.9% |
| 30D | -12.4% | +16.6% | -29.0% | -24.7% |
| 3M | -11.9% | +2.2% | -14.1% | -14.3% |
| 6M | -1.7% | +9.7% | -11.3% | -11.6% |
| YTD | +18.5% | +5.2% | +13.3% | +10.1% |
| 1Y | +17.5% | +3.9% | +13.6% | +10.4% |
| 3Y | +218.4% | +91.5% | +126.8% | +92.6% |
| All | +218.4% | +91.9% | +126.4% | +92.6% |
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