-89.3%
SQQQ vs AWK
+7.8%
-97.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.0% | -1.9% |
| 7D | +1.8% | -2.1% | +3.9% | +2.9% |
| 30D | +4.2% | +2.1% | +2.1% | +3.1% |
| 3M | -3.3% | +11.4% | -14.7% | -7.6% |
| 6M | -43.6% | +3.9% | -47.6% | -44.6% |
| YTD | -41.9% | +7.7% | -49.6% | -43.6% |
| 1Y | -50.6% | +1.3% | -51.9% | -51.2% |
| 3Y | -89.3% | +7.2% | -96.5% | -89.7% |
| All | -89.3% | +7.8% | -97.1% | -89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling