-89.4%
SQQQ vs ABCL
+103.9%
-193.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | -0.1% |
| 7D | -2.7% | -2.7% | 0.0% | -3.4% |
| 30D | +2.4% | +18.3% | -15.9% | +8.3% |
| 3M | -8.0% | +108.5% | -116.5% | +18.4% |
| 6M | -43.9% | +213.9% | -257.9% | -15.3% |
| YTD | -42.2% | +223.1% | -265.3% | -9.8% |
| 1Y | -51.8% | +160.6% | -212.4% | -27.1% |
| All | -89.4% | +103.9% | -193.2% | -80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling