-100.0%
SQQQ vs AON
+820.5%
-920.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +4.6% |
| 7D | +4.1% | -5.9% | +9.9% | -3.7% |
| 30D | +4.6% | -13.7% | +18.3% | -13.8% |
| 3M | -10.4% | -8.3% | -2.1% | -22.7% |
| 6M | -42.1% | -3.6% | -38.5% | -47.4% |
| YTD | -40.3% | -12.4% | -28.0% | -53.2% |
| 1Y | -50.2% | -14.6% | -35.5% | -62.9% |
| 3Y | -89.4% | -5.7% | -83.7% | -90.4% |
| 5Y | -94.7% | +9.1% | -103.8% | -91.8% |
| 10Y | -100.0% | +208.7% | -308.7% | -99.5% |
| All | -100.0% | +820.5% | -920.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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