-100.0%
SQQQ vs ACM
+153.2%
-253.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | -0.5% |
| 7D | -4.2% | -0.3% | -3.9% | -4.4% |
| 30D | +2.4% | -12.9% | +15.4% | -11.0% |
| 3M | -5.7% | -6.4% | +0.7% | -11.6% |
| 6M | -46.6% | -29.2% | -17.4% | -61.9% |
| YTD | -42.7% | -29.9% | -12.8% | -59.0% |
| 1Y | -52.6% | -47.3% | -5.3% | -74.5% |
| 3Y | -89.8% | -19.6% | -70.2% | -89.9% |
| 5Y | -94.7% | +5.5% | -100.2% | -91.1% |
| 10Y | -100.0% | +129.7% | -229.7% | -99.8% |
| All | -100.0% | +153.2% | -253.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling