-94.7%
SQQQ vs ABCL
-37.3%
-57.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.4% |
| 7D | -4.2% | +1.4% | -5.6% | -3.6% |
| 30D | +2.4% | +65.1% | -62.6% | +24.9% |
| 3M | -5.7% | +111.1% | -116.7% | +29.9% |
| 6M | -46.6% | +231.6% | -278.2% | -8.5% |
| YTD | -42.7% | +234.5% | -277.2% | +1.2% |
| 1Y | -52.6% | +174.3% | -226.9% | -19.2% |
| 3Y | -89.8% | +111.5% | -201.3% | -80.9% |
| All | -94.7% | -37.3% | -57.5% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling