-53.5%
SQQQ vs AFL
+11.7%
-65.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.6% |
| 7D | -0.9% | +0.6% | -1.5% | -1.6% |
| 30D | -0.3% | -6.2% | +5.9% | +6.3% |
| 3M | +2.7% | +2.2% | +0.6% | +2.9% |
| 6M | -43.8% | +5.3% | -49.1% | -43.6% |
| YTD | -42.9% | +8.0% | -50.9% | -44.1% |
| 1Y | -53.5% | +10.2% | -63.8% | -55.4% |
| All | -53.5% | +11.7% | -65.2% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling