-100.0%
SQQQ vs ATI
+1,154.1%
-1,254.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +1.8% | -5.6% | +7.4% | -1.2% |
| 30D | +4.2% | -13.7% | +17.9% | -3.3% |
| 3M | -3.3% | -0.4% | -2.9% | -1.3% |
| 6M | -43.6% | +26.2% | -69.9% | -32.7% |
| YTD | -41.9% | +73.2% | -115.1% | -17.6% |
| 1Y | -50.6% | +161.6% | -212.2% | -11.8% |
| 3Y | -89.3% | +346.2% | -435.5% | -69.6% |
| 5Y | -94.8% | +1,047.6% | -1,142.4% | -73.4% |
| All | -100.0% | +1,154.1% | -1,254.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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