-100.0%
SQQQ vs AMBA
+4.2%
-104.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +0.4% |
| 7D | +1.9% | -2.6% | +4.5% | +1.9% |
| 30D | +32.2% | -10.5% | +42.7% | +26.6% |
| 3M | +17.1% | -26.4% | +43.5% | 0.0% |
| 6M | +5.4% | -20.9% | +26.3% | +5.7% |
| YTD | -33.9% | -14.8% | -19.1% | -26.4% |
| 1Y | -31.3% | -36.1% | +4.7% | -36.2% |
| 3Y | -87.6% | +20.2% | -107.9% | -73.1% |
| 5Y | -93.3% | -67.2% | -26.0% | -88.6% |
| All | -100.0% | +4.2% | -104.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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