-100.0%
SQQQ vs AFL
+632.1%
-732.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -1.8% |
| 7D | +1.8% | -1.6% | +3.5% | -0.1% |
| 30D | +4.2% | -4.0% | +8.2% | -0.7% |
| 3M | -3.3% | -0.5% | -2.8% | -5.3% |
| 6M | -43.6% | +6.5% | -50.2% | -40.5% |
| YTD | -41.9% | +6.2% | -48.1% | -39.2% |
| 1Y | -50.6% | +8.3% | -58.9% | -47.6% |
| 3Y | -89.3% | +62.5% | -151.8% | -79.9% |
| 5Y | -94.8% | +136.2% | -231.0% | -81.5% |
| 10Y | -100.0% | +301.4% | -401.4% | -99.6% |
| All | -100.0% | +632.1% | -732.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling