-100.0%
SQQQ vs AVAV
+519.3%
-619.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.7% |
| 7D | +1.8% | +1.4% | +0.4% | +2.4% |
| 30D | +4.2% | -24.3% | +28.5% | -6.9% |
| 3M | -3.3% | -20.1% | +16.9% | -9.2% |
| 6M | -43.6% | -29.4% | -14.3% | -48.1% |
| YTD | -41.9% | -39.3% | -2.5% | -48.2% |
| 1Y | -50.6% | -39.3% | -11.3% | -54.6% |
| 3Y | -89.3% | +29.5% | -118.8% | -82.8% |
| 5Y | -94.8% | +56.3% | -151.1% | -88.5% |
| All | -100.0% | +519.3% | -619.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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