-100.0%
SQQQ vs ADP
+1,017.1%
-1,117.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | -5.5% |
| 7D | -4.2% | -5.5% | +1.3% | -12.8% |
| 30D | +2.4% | -1.2% | +3.7% | +0.2% |
| 3M | -5.7% | +17.9% | -23.5% | +18.0% |
| 6M | -46.6% | +20.3% | -66.9% | -33.0% |
| YTD | -42.7% | +5.8% | -48.5% | -43.1% |
| 1Y | -52.6% | -7.7% | -44.9% | -63.9% |
| 3Y | -89.8% | +14.7% | -104.5% | -86.7% |
| 5Y | -94.7% | +45.8% | -140.5% | -83.9% |
| 10Y | -100.0% | +270.5% | -370.5% | -98.4% |
| All | -100.0% | +1,017.1% | -1,117.1% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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