-100.0%
SQQQ vs AAL
+116.4%
-216.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +2.9% |
| 7D | +4.1% | -0.9% | +5.0% | +3.6% |
| 30D | +4.6% | -16.0% | +20.6% | -3.8% |
| 3M | -10.4% | -4.2% | -6.2% | -10.0% |
| 6M | -42.1% | +15.7% | -57.8% | -34.1% |
| YTD | -40.3% | -16.2% | -24.2% | -41.4% |
| 1Y | -50.2% | +0.2% | -50.4% | -45.5% |
| 3Y | -89.4% | -8.1% | -81.3% | -86.1% |
| 5Y | -94.7% | -32.2% | -62.5% | -92.1% |
| 10Y | -100.0% | -65.4% | -34.6% | -99.9% |
| All | -100.0% | +116.4% | -216.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 all: compounded portfolio wealth divided by compounded AAL 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…
all analysis · Full analysis span regression · 6 months rolling