-100.0%
SQQQ vs ACGL
+1,358.7%
-1,458.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +4.1% |
| 7D | -11.0% | +2.2% | -13.2% | -9.0% |
| 30D | +17.9% | +12.3% | +5.6% | +31.5% |
| 3M | +19.5% | +11.8% | +7.7% | +31.9% |
| 6M | +4.2% | +17.5% | -13.3% | +17.9% |
| YTD | -35.6% | +14.3% | -49.9% | -29.9% |
| 1Y | -37.7% | +18.2% | -55.8% | -29.7% |
| 3Y | -88.0% | +33.2% | -121.2% | -83.6% |
| 5Y | -93.1% | +174.3% | -267.5% | -72.8% |
| 10Y | -100.0% | +326.3% | -426.3% | -99.5% |
| All | -100.0% | +1,358.7% | -1,458.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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