-99.8%
SQQQ vs AVTR
+0.6%
-100.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.9% |
| 7D | +1.8% | -1.1% | +2.9% | +1.1% |
| 30D | +4.2% | +6.3% | -2.2% | +9.0% |
| 3M | -3.3% | +53.3% | -56.6% | +31.7% |
| 6M | -43.6% | +78.6% | -122.3% | -12.1% |
| YTD | -41.9% | +29.2% | -71.1% | -27.6% |
| 1Y | -50.6% | +13.8% | -64.5% | -42.8% |
| 3Y | -89.3% | -27.4% | -61.9% | -89.9% |
| 5Y | -94.8% | -65.0% | -29.8% | -96.7% |
| All | -99.8% | +0.6% | -100.4% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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