Proficere means “to make progress, perform, advance.” For example, you can say:
Magnum profeci in studiis Latinis.
I have made great progress in my Latin studies.
(Note that studia is more general than the English “studies” suggests; it can also be translated as “efforts” or “endeavours.”)
If you aren't doing so well, you could say: parum proficio (I am making little progress), if you aren't makeing any headway: nihil proficio. Since your user name is “aliquid,” you may be interested to hear one can also say aliquid proficere, i.e. “to make some progress.”
But wait, that's not all. The idea of “making progress” can also be expressed by saying progressum facere (or progressus facere – plural) or indeed habere, e.g. Cicero, Tusc. 1, 19 (44):
Philosophiae denique ipsius principes numquam in suis studiis tantos progressus sine flagranti cupiditate facere potuissent.
Finally, the best philosophers could never have done so well in their efforts without a burning enthusiasm.
Who ever said Latin is difficult?
You can also say processus, it works more or less the same way.