-100.0%
SQQQ vs ACM
+134.0%
-234.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -1.6% |
| 7D | +1.8% | -4.6% | +6.4% | -2.8% |
| 30D | +4.2% | +4.1% | +0.1% | +8.8% |
| 3M | -3.3% | -8.3% | +5.0% | -11.4% |
| 6M | -43.6% | -30.1% | -13.6% | -60.5% |
| YTD | -41.9% | -32.6% | -9.3% | -60.3% |
| 1Y | -50.6% | -49.6% | -1.1% | -75.1% |
| 3Y | -89.3% | -23.0% | -66.3% | -89.8% |
| 5Y | -94.8% | +2.0% | -96.8% | -91.6% |
| All | -100.0% | +134.0% | -234.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling