-100.0%
SQQQ vs AMT
+489.5%
-589.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -1.5% |
| 7D | -0.9% | -0.2% | -0.7% | -1.1% |
| 30D | -0.3% | +4.6% | -4.9% | +4.5% |
| 3M | +2.7% | -8.4% | +11.2% | -8.7% |
| 6M | -43.8% | -6.0% | -37.8% | -48.7% |
| YTD | -42.9% | +2.1% | -45.0% | -43.2% |
| 1Y | -53.5% | -6.4% | -47.2% | -58.3% |
| 3Y | -89.4% | +8.1% | -97.5% | -88.9% |
| 5Y | -94.7% | -31.9% | -62.8% | -96.1% |
| 10Y | -100.0% | +97.1% | -197.1% | -99.8% |
| All | -100.0% | +489.5% | -589.5% | -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