+268.9%
UPRO vs BAM
+84.8%
+184.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.6% | +5.5% |
| 7D | -3.8% | -2.9% | -0.9% | -0.9% |
| 30D | -8.9% | +14.7% | -23.5% | -20.0% |
| 3M | -7.4% | -4.1% | -3.3% | -4.2% |
| 6M | +1.6% | +9.6% | -8.0% | -8.2% |
| YTD | +23.2% | +3.4% | +19.8% | +16.7% |
| 1Y | +21.2% | +1.0% | +20.2% | +17.4% |
| 3Y | +230.8% | +88.2% | +142.6% | +95.2% |
| All | +268.9% | +84.8% | +184.1% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling