-100.0%
SQQQ vs AMCR
+93.5%
-193.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -3.7% |
| 7D | +1.8% | -6.3% | +8.1% | -2.8% |
| 30D | +4.2% | -7.8% | +12.0% | -1.8% |
| 3M | -3.3% | +7.5% | -10.8% | +2.4% |
| 6M | -43.6% | +2.7% | -46.3% | -40.5% |
| YTD | -41.9% | +6.0% | -47.9% | -37.0% |
| 1Y | -50.6% | +7.8% | -58.4% | -45.8% |
| 3Y | -89.3% | +5.8% | -95.1% | -87.4% |
| 5Y | -94.8% | -11.6% | -83.2% | -93.8% |
| 10Y | -100.0% | +14.6% | -114.6% | -99.9% |
| All | -100.0% | +93.5% | -193.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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