-100.0%
SQQQ vs ARMK
+146.1%
-246.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.7% | -0.3% |
| 7D | +1.8% | +3.1% | -1.3% | +4.2% |
| 30D | +4.2% | -2.8% | +6.9% | +2.3% |
| 3M | -3.3% | +7.6% | -10.9% | +2.2% |
| 6M | -43.6% | +47.9% | -91.5% | -23.6% |
| YTD | -41.9% | +60.0% | -101.9% | -15.9% |
| 1Y | -50.6% | +52.2% | -102.9% | -30.9% |
| 3Y | -89.3% | +131.4% | -220.7% | -76.8% |
| 5Y | -94.8% | +163.2% | -258.0% | -85.0% |
| All | -100.0% | +146.1% | -246.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling