-97.7%
SQQQ vs ABCL
-82.9%
-14.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.3% | +8.6% | +1.6% |
| 7D | +4.1% | -9.6% | +13.7% | +1.0% |
| 30D | +4.6% | +7.2% | -2.6% | +8.1% |
| 3M | -10.4% | +105.5% | -115.9% | +17.6% |
| 6M | -42.1% | +193.0% | -235.1% | -11.2% |
| YTD | -40.3% | +205.8% | -246.2% | -4.9% |
| 1Y | -50.2% | +144.4% | -194.6% | -23.6% |
| 3Y | -89.4% | +93.3% | -182.7% | -81.8% |
| 5Y | -94.7% | -44.9% | -49.7% | -91.7% |
| All | -97.7% | -82.9% | -14.8% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling