-100.0%
SQQQ vs AVAV
+444.2%
-544.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.6% | -6.6% |
| 7D | -2.4% | +9.9% | -12.3% | +4.0% |
| 30D | +20.6% | -5.4% | +26.0% | +20.7% |
| 3M | +7.8% | -36.5% | +44.4% | -9.2% |
| 6M | -1.0% | -25.3% | +24.2% | -5.6% |
| YTD | -38.5% | -48.6% | +10.1% | -48.2% |
| 1Y | -36.6% | -62.1% | +25.5% | -53.4% |
| 3Y | -88.5% | +2.3% | -90.8% | -83.0% |
| 5Y | -93.7% | +35.4% | -129.0% | -86.4% |
| 10Y | -100.0% | +345.1% | -445.0% | -99.8% |
| All | -100.0% | +444.2% | -544.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling