-50.6%
SQQQ vs ADM
+45.4%
-96.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +1.8% | +2.5% | -0.7% | +1.5% |
| 30D | +4.2% | +9.5% | -5.3% | +3.1% |
| 3M | -3.3% | +10.6% | -13.9% | -4.6% |
| 6M | -43.6% | +24.0% | -67.7% | -45.8% |
| YTD | -41.9% | +54.0% | -95.8% | -47.4% |
| 1Y | -50.6% | +45.3% | -96.0% | -55.1% |
| All | -50.6% | +45.4% | -96.1% | -55.1% |
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