-100.0%
SQQQ vs AKAM
+103.9%
-203.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.9% |
| 7D | +1.8% | +1.5% | +0.3% | +3.2% |
| 30D | +4.2% | -13.0% | +17.2% | -6.8% |
| 3M | -3.3% | -19.4% | +16.1% | -17.1% |
| 6M | -43.6% | +0.3% | -43.9% | -38.1% |
| YTD | -41.9% | +22.4% | -64.3% | -21.3% |
| 1Y | -50.6% | +34.8% | -85.5% | -25.4% |
| 3Y | -89.3% | +1.9% | -91.2% | -85.1% |
| 5Y | -94.8% | -4.6% | -90.2% | -91.1% |
| All | -100.0% | +103.9% | -203.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 10y: compounded portfolio wealth divided by compounded AKAM 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…
10y analysis · Full analysis span regression · 6 months rolling