-100.0%
SQQQ vs AMT
+549.4%
-649.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.8% | +4.7% |
| 7D | -11.0% | +1.5% | -12.5% | -9.7% |
| 30D | +17.9% | +6.8% | +11.1% | +25.1% |
| 3M | +19.5% | +11.2% | +8.3% | +32.3% |
| 6M | +4.2% | +12.5% | -8.3% | +13.8% |
| YTD | -35.6% | +12.5% | -48.1% | -29.8% |
| 1Y | -37.7% | +10.1% | -47.8% | -33.6% |
| 3Y | -88.0% | +16.0% | -104.1% | -86.7% |
| 5Y | -93.1% | -17.2% | -76.0% | -93.7% |
| 10Y | -100.0% | +135.2% | -235.2% | -99.8% |
| All | -100.0% | +549.4% | -649.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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