-100.0%
SQQQ vs AMGN
+913.2%
-1,013.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.5% | +0.7% |
| 7D | +4.1% | -13.9% | +18.0% | -12.3% |
| 30D | +4.6% | -7.1% | +11.8% | -3.9% |
| 3M | -10.4% | +13.9% | -24.3% | +4.1% |
| 6M | -42.1% | +3.2% | -45.4% | -39.7% |
| YTD | -40.3% | +19.2% | -59.6% | -26.0% |
| 1Y | -50.2% | +41.1% | -91.3% | -23.5% |
| 3Y | -89.4% | +61.3% | -150.7% | -78.8% |
| 5Y | -94.7% | +109.1% | -203.7% | -83.3% |
| 10Y | -100.0% | +209.4% | -309.4% | -99.7% |
| All | -100.0% | +913.2% | -1,013.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling