-50.6%
SQQQ vs ARMK
+54.5%
-105.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.7% | -1.2% |
| 7D | +1.8% | +3.1% | -1.3% | +3.2% |
| 30D | +4.2% | -2.8% | +6.9% | +3.1% |
| 3M | -3.3% | +7.6% | -10.9% | 0.0% |
| 6M | -43.6% | +47.9% | -91.5% | -29.9% |
| YTD | -41.9% | +60.0% | -101.9% | -26.2% |
| 1Y | -50.6% | +52.2% | -102.9% | -39.6% |
| All | -50.6% | +54.5% | -105.2% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling