-36.0%
SQQQ vs AWK
+20.7%
-56.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -5.1% |
| 7D | +14.6% | +7.0% | +7.5% | +6.7% |
| 30D | +28.9% | +17.0% | +11.8% | +10.2% |
| 3M | +13.1% | +12.4% | +0.7% | +0.2% |
| 6M | -15.2% | +19.6% | -34.8% | -28.8% |
| YTD | -37.0% | +17.0% | -54.0% | -46.5% |
| 1Y | -36.0% | +20.0% | -56.0% | -46.1% |
| All | -36.0% | +20.7% | -56.6% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling