-94.7%
SQQQ vs ADM
+67.3%
-161.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.8% | +3.4% |
| 7D | +4.1% | +3.0% | +1.1% | +5.3% |
| 30D | +4.6% | +8.7% | -4.1% | +8.1% |
| 3M | -10.4% | +7.6% | -18.0% | -7.8% |
| 6M | -42.1% | +26.9% | -69.0% | -35.8% |
| YTD | -40.3% | +54.3% | -94.6% | -27.5% |
| 1Y | -50.2% | +45.7% | -95.8% | -41.2% |
| 3Y | -89.4% | +21.9% | -111.3% | -88.4% |
| 5Y | -94.7% | +67.2% | -161.8% | -92.0% |
| All | -94.7% | +67.3% | -161.9% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling