-50.6%
SQQQ vs ABCL
+152.1%
-202.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -1.5% |
| 7D | +1.8% | -4.7% | +6.5% | +0.7% |
| 30D | +4.2% | +5.2% | -1.0% | +6.4% |
| 3M | -3.3% | +106.6% | -109.9% | +23.9% |
| 6M | -43.6% | +198.4% | -242.0% | -15.1% |
| YTD | -41.9% | +218.4% | -260.3% | -8.0% |
| 1Y | -50.6% | +136.2% | -186.9% | -29.2% |
| All | -50.6% | +152.1% | -202.7% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling