-89.3%
SQQQ vs ADSK
-3.2%
-86.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.3% |
| 7D | +1.8% | -2.5% | +4.3% | -0.2% |
| 30D | +4.2% | -14.9% | +19.0% | -7.8% |
| 3M | -3.3% | +3.3% | -6.6% | -0.8% |
| 6M | -43.6% | -15.7% | -28.0% | -53.5% |
| YTD | -41.9% | -28.2% | -13.6% | -60.8% |
| 1Y | -50.6% | -34.5% | -16.1% | -70.1% |
| 3Y | -89.3% | -2.9% | -86.4% | -85.7% |
| All | -89.3% | -3.2% | -86.1% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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