-100.0%
SQQQ vs AKAM
+329.4%
-429.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.3% | +6.5% | +0.7% |
| 7D | +4.1% | +0.6% | +3.5% | +4.6% |
| 30D | +4.6% | -8.2% | +12.8% | -1.1% |
| 3M | -10.4% | -17.6% | +7.2% | -20.2% |
| 6M | -42.1% | +2.5% | -44.6% | -35.6% |
| YTD | -40.3% | +22.8% | -63.1% | -22.0% |
| 1Y | -50.2% | +39.6% | -89.8% | -26.7% |
| 3Y | -89.4% | +2.3% | -91.7% | -85.4% |
| 5Y | -94.7% | -4.3% | -90.4% | -91.3% |
| 10Y | -100.0% | +104.1% | -204.0% | -99.9% |
| All | -100.0% | +329.4% | -429.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling