-89.3%
SQQQ vs ADM
+21.2%
-110.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +1.8% | +2.5% | -0.7% | +2.2% |
| 30D | +4.2% | +9.5% | -5.3% | +5.5% |
| 3M | -3.3% | +10.6% | -13.9% | -1.8% |
| 6M | -43.6% | +24.0% | -67.7% | -41.7% |
| YTD | -41.9% | +54.0% | -95.8% | -37.4% |
| 1Y | -50.6% | +45.3% | -96.0% | -47.5% |
| 3Y | -89.3% | +21.8% | -111.1% | -88.5% |
| All | -89.3% | +21.2% | -110.5% | -88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling