-5.7%
SQQQ vs ALM
+10.1%
-15.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.5% | +3.9% |
| 7D | -4.2% | +8.4% | -12.6% | -0.9% |
| 30D | +2.4% | +34.8% | -32.4% | +17.1% |
| 3M | -5.7% | +16.2% | -21.9% | +4.3% |
| All | -5.7% | +10.1% | -15.8% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3mo: compounded portfolio wealth divided by compounded ALM 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…
3mo analysis · Full analysis span regression · Available span rolling