-50.6%
SQQQ vs AMGN
+39.2%
-89.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.2% | -2.8% |
| 7D | +1.8% | -13.7% | +15.5% | -0.8% |
| 30D | +4.2% | -8.8% | +13.0% | +2.7% |
| 3M | -3.3% | +7.2% | -10.5% | -0.9% |
| 6M | -43.6% | +1.3% | -44.9% | -42.7% |
| YTD | -41.9% | +17.6% | -59.5% | -38.4% |
| 1Y | -50.6% | +37.2% | -87.8% | -44.7% |
| All | -50.6% | +39.2% | -89.9% | -44.7% |
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 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