-100.0%
SQQQ vs ATI
+486.2%
-586.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | -0.5% |
| 7D | -4.2% | +3.2% | -7.3% | -2.5% |
| 30D | +2.4% | -9.0% | +11.4% | -2.4% |
| 3M | -5.7% | +15.1% | -20.8% | +4.6% |
| 6M | -46.6% | +38.1% | -84.7% | -32.7% |
| YTD | -42.7% | +80.7% | -123.4% | -16.1% |
| 1Y | -52.6% | +167.5% | -220.1% | -12.7% |
| 3Y | -89.8% | +366.0% | -455.8% | -69.3% |
| 5Y | -94.7% | +1,088.8% | -1,183.5% | -69.4% |
| 10Y | -100.0% | +1,055.0% | -1,155.0% | -99.7% |
| All | -100.0% | +486.2% | -586.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling