-97.8%
SQQQ vs ABCL
-81.3%
-16.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.8% |
| 7D | -0.9% | +0.7% | -1.6% | -0.7% |
| 30D | -0.3% | +93.1% | -93.4% | +25.1% |
| 3M | +2.7% | +79.4% | -76.7% | +29.6% |
| 6M | -43.8% | +214.9% | -258.7% | -12.0% |
| YTD | -42.9% | +234.2% | -277.1% | -6.6% |
| 1Y | -53.5% | +174.8% | -228.3% | -26.1% |
| 3Y | -89.4% | +104.5% | -193.9% | -81.5% |
| 5Y | -94.7% | -39.0% | -55.7% | -91.5% |
| All | -97.8% | -81.3% | -16.5% | -96.7% |
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