-100.0%
SQQQ vs AMGN
+206.2%
-306.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.2% | -4.0% |
| 7D | +1.8% | -13.7% | +15.5% | -12.7% |
| 30D | +4.2% | -8.8% | +13.0% | -5.4% |
| 3M | -3.3% | +7.2% | -10.5% | +3.8% |
| 6M | -43.6% | +1.3% | -44.9% | -42.6% |
| YTD | -41.9% | +17.6% | -59.5% | -29.7% |
| 1Y | -50.6% | +37.2% | -87.8% | -28.0% |
| 3Y | -89.3% | +57.7% | -147.0% | -79.4% |
| 5Y | -94.8% | +106.3% | -201.1% | -84.0% |
| All | -100.0% | +206.2% | -306.1% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling