-43.6%
SQQQ vs AAOI
-11.1%
-32.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -2.1% |
| 7D | +1.8% | -0.2% | +2.0% | +1.9% |
| 30D | +4.2% | -23.7% | +27.8% | -1.1% |
| 3M | -3.3% | -39.0% | +35.7% | -5.0% |
| 6M | -43.6% | -17.0% | -26.6% | -39.5% |
| All | -43.6% | -11.1% | -32.5% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 6mo: compounded portfolio wealth divided by compounded AAOI 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…
6mo analysis · Full analysis span regression · 6 months rolling