-100.0%
SQQQ vs ABT
+490.8%
-590.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.5% |
| 7D | -2.7% | -4.7% | +2.0% | -9.0% |
| 30D | +2.4% | -3.1% | +5.5% | -2.2% |
| 3M | -8.0% | +16.1% | -24.1% | +9.3% |
| 6M | -43.9% | -5.3% | -38.6% | -51.2% |
| YTD | -42.2% | -14.4% | -27.8% | -57.1% |
| 1Y | -51.8% | -18.4% | -33.4% | -67.0% |
| 3Y | -89.7% | +11.2% | -100.9% | -88.4% |
| 5Y | -94.7% | -9.4% | -85.3% | -94.3% |
| 10Y | -100.0% | +209.7% | -309.7% | -99.5% |
| All | -100.0% | +490.8% | -590.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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