-100.0%
SQQQ vs ADM
+344.3%
-444.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.2% |
| 7D | -4.2% | -0.1% | -4.1% | -4.2% |
| 30D | +2.4% | +11.0% | -8.6% | +12.7% |
| 3M | -5.7% | +6.0% | -11.7% | -0.8% |
| 6M | -46.6% | +26.9% | -73.5% | -33.0% |
| YTD | -42.7% | +50.0% | -92.7% | -15.2% |
| 1Y | -52.6% | +39.6% | -92.2% | -35.2% |
| 3Y | -89.8% | +18.5% | -108.4% | -88.0% |
| 5Y | -94.7% | +62.6% | -157.3% | -89.5% |
| 10Y | -100.0% | +162.4% | -262.4% | -99.8% |
| All | -100.0% | +344.3% | -444.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling