-53.5%
SQQQ vs ADM
+40.7%
-94.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -0.9% | +3.8% | -4.7% | -1.3% |
| 30D | -0.3% | +9.8% | -10.0% | -1.2% |
| 3M | +2.7% | +2.1% | +0.6% | +2.2% |
| 6M | -43.8% | +27.5% | -71.3% | -46.3% |
| YTD | -42.9% | +50.2% | -93.1% | -48.2% |
| 1Y | -53.5% | +40.6% | -94.1% | -57.6% |
| All | -53.5% | +40.7% | -94.3% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling