-100.0%
SQQQ vs AMC
-98.1%
-1.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.1% |
| 7D | -4.2% | -0.8% | -3.4% | -4.2% |
| 30D | +2.4% | -1.2% | +3.6% | +2.5% |
| 3M | -5.7% | +42.2% | -47.9% | -2.2% |
| 6M | -46.6% | +118.8% | -165.4% | -42.1% |
| YTD | -42.7% | +64.1% | -106.8% | -39.0% |
| 1Y | -52.6% | -9.5% | -43.0% | -51.4% |
| 3Y | -89.8% | -64.3% | -25.5% | -89.6% |
| 5Y | -94.7% | -99.5% | +4.8% | -95.2% |
| 10Y | -100.0% | -98.9% | -1.0% | -100.0% |
| All | -100.0% | -98.1% | -1.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling