-36.0%
SQQQ vs AMGN
+64.6%
-100.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.7% | -6.5% | -2.3% |
| 7D | +14.6% | +5.9% | +8.7% | +15.4% |
| 30D | +28.9% | +18.7% | +10.1% | +32.0% |
| 3M | +13.1% | +23.4% | -10.3% | +17.5% |
| 6M | -15.2% | +49.7% | -64.9% | -6.7% |
| YTD | -37.0% | +49.2% | -86.2% | -31.6% |
| 1Y | -36.0% | +65.7% | -101.7% | -27.3% |
| All | -36.0% | +64.6% | -100.6% | -27.3% |
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