-97.5%
SQQQ vs ABCL
-81.2%
-16.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.9% | +3.4% |
| 7D | -11.0% | -3.3% | -7.7% | -11.8% |
| 30D | +17.9% | -7.1% | +25.1% | +17.9% |
| 3M | +19.5% | +4.7% | +14.7% | +25.8% |
| 6M | +4.2% | +140.9% | -136.7% | +50.7% |
| YTD | -35.6% | +236.0% | -271.6% | +8.7% |
| 1Y | -37.7% | +217.4% | -255.1% | +4.1% |
| 3Y | -88.0% | +188.7% | -276.7% | -76.0% |
| 5Y | -93.1% | -23.5% | -69.6% | -88.5% |
| All | -97.5% | -81.2% | -16.3% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling