-94.8%
SQQQ vs ATI
+1,029.4%
-1,124.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.7% |
| 7D | +1.8% | -5.6% | +7.4% | -2.2% |
| 30D | +4.2% | -13.7% | +17.9% | -5.8% |
| 3M | -3.3% | -0.4% | -2.9% | -0.8% |
| 6M | -43.6% | +26.2% | -69.9% | -28.8% |
| YTD | -41.9% | +73.2% | -115.1% | -7.5% |
| 1Y | -50.6% | +161.6% | -212.2% | +7.5% |
| 3Y | -89.3% | +346.2% | -435.5% | -55.8% |
| All | -94.8% | +1,029.4% | -1,124.2% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling