-89.3%
SQQQ vs AMGN
+59.9%
-149.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.2% | -3.2% |
| 7D | +1.8% | -13.7% | +15.5% | -4.2% |
| 30D | +4.2% | -8.8% | +13.0% | +0.5% |
| 3M | -3.3% | +7.2% | -10.5% | +0.5% |
| 6M | -43.6% | +1.3% | -44.9% | -42.6% |
| YTD | -41.9% | +17.6% | -59.5% | -35.9% |
| 1Y | -50.6% | +37.2% | -87.8% | -40.1% |
| 3Y | -89.3% | +57.7% | -147.0% | -83.9% |
| All | -89.3% | +59.9% | -149.2% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling