-22.1%
SQQQ vs AJG
+16.2%
-38.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -0.1% | +19.3% | +19.3% |
| 7D | +31.0% | +7.4% | +23.6% | +25.1% |
| 30D | +55.7% | +25.3% | +30.3% | +36.0% |
| 3M | +31.2% | +15.1% | +16.2% | +20.0% |
| 6M | +5.1% | +40.8% | -35.8% | -10.5% |
| YTD | -24.9% | +12.3% | -37.2% | -32.8% |
| 1Y | -22.1% | +17.5% | -39.6% | -31.7% |
| All | -22.1% | +16.2% | -38.2% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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