-100.0%
SQQQ vs AME
+445.1%
-545.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.8% | +2.9% |
| 7D | +1.8% | +1.7% | +0.1% | +5.0% |
| 30D | +4.2% | -6.4% | +10.6% | -6.7% |
| 3M | -3.3% | +7.1% | -10.4% | +12.2% |
| 6M | -43.6% | +8.2% | -51.8% | -31.4% |
| YTD | -41.9% | +18.2% | -60.1% | -17.0% |
| 1Y | -50.6% | +26.7% | -77.4% | -20.0% |
| 3Y | -89.3% | +60.7% | -150.0% | -67.6% |
| 5Y | -94.8% | +91.6% | -186.4% | -69.5% |
| All | -100.0% | +445.1% | -545.0% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling