-97.6%
SQQQ vs ABCL
-81.0%
-16.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +0.1% |
| 7D | -17.4% | +4.4% | -21.8% | -16.0% |
| 30D | +20.4% | -7.9% | +28.3% | +20.1% |
| 3M | +11.2% | +12.2% | -1.0% | +19.8% |
| 6M | -2.6% | +134.7% | -137.4% | +39.6% |
| YTD | -37.9% | +239.8% | -277.7% | +5.1% |
| 1Y | -36.2% | +192.7% | -228.9% | +4.0% |
| 3Y | -88.4% | +187.6% | -276.0% | -76.7% |
| 5Y | -93.4% | -22.6% | -70.7% | -88.9% |
| All | -97.6% | -81.0% | -16.6% | -96.2% |
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 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