-100.0%
SQQQ vs AME
+1,510.7%
-1,610.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | -0.2% |
| 7D | -2.7% | +1.3% | -4.0% | -0.5% |
| 30D | +2.4% | -6.6% | +9.0% | -8.3% |
| 3M | -8.0% | +3.0% | -11.0% | +0.2% |
| 6M | -43.9% | +5.3% | -49.2% | -35.1% |
| YTD | -42.2% | +15.4% | -57.7% | -21.5% |
| 1Y | -51.8% | +26.8% | -78.6% | -22.9% |
| 3Y | -89.7% | +56.5% | -146.3% | -71.4% |
| 5Y | -94.7% | +85.2% | -179.9% | -72.6% |
| 10Y | -100.0% | +428.5% | -528.5% | -98.1% |
| All | -100.0% | +1,510.7% | -1,610.7% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling