-53.5%
SQQQ vs AMGN
+57.8%
-111.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.7% |
| 7D | -0.9% | +1.1% | -2.0% | -0.7% |
| 30D | -0.3% | +7.8% | -8.1% | +1.4% |
| 3M | +2.7% | +27.3% | -24.5% | +9.5% |
| 6M | -43.8% | +16.8% | -60.7% | -41.4% |
| YTD | -42.9% | +36.3% | -79.2% | -38.0% |
| 1Y | -53.5% | +60.4% | -114.0% | -46.5% |
| All | -53.5% | +57.8% | -111.3% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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