-94.7%
SQQQ vs ARMK
+147.8%
-242.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.5% | +3.0% |
| 7D | +4.1% | -0.9% | +5.0% | +3.0% |
| 30D | +4.6% | -5.9% | +10.6% | -2.2% |
| 3M | -10.4% | +6.7% | -17.1% | -3.3% |
| 6M | -42.1% | +42.5% | -84.7% | -10.7% |
| YTD | -40.3% | +55.1% | -95.5% | +2.8% |
| 1Y | -50.2% | +50.3% | -100.5% | -17.2% |
| 3Y | -89.4% | +122.2% | -211.6% | -64.2% |
| 5Y | -94.7% | +155.2% | -249.8% | -70.0% |
| All | -94.7% | +147.8% | -242.5% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling