-100.0%
SQQQ vs AJG
+1,479.1%
-1,579.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -4.3% |
| 7D | +1.8% | -8.3% | +10.1% | -9.6% |
| 30D | +4.2% | -5.7% | +9.8% | -4.4% |
| 3M | -3.3% | +9.1% | -12.4% | +4.7% |
| 6M | -43.6% | +15.2% | -58.9% | -35.4% |
| YTD | -41.9% | -6.3% | -35.6% | -52.7% |
| 1Y | -50.6% | -19.1% | -31.5% | -69.3% |
| 3Y | -89.3% | +8.2% | -97.5% | -88.4% |
| 5Y | -94.8% | +75.6% | -170.4% | -81.4% |
| 10Y | -100.0% | +471.1% | -571.1% | -98.1% |
| All | -100.0% | +1,479.1% | -1,579.1% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling