-36.0%
SQQQ vs AME
+21.1%
-57.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.8% | -9.1% |
| 7D | +14.6% | -4.4% | +19.0% | +7.9% |
| 30D | +28.9% | -5.9% | +34.8% | +19.8% |
| 3M | +13.1% | -6.5% | +19.7% | +4.6% |
| 6M | -15.2% | +3.2% | -18.4% | -6.0% |
| YTD | -37.0% | +16.0% | -53.0% | -11.6% |
| 1Y | -36.0% | +20.4% | -56.4% | -3.5% |
| All | -36.0% | +21.1% | -57.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling