-100.0%
SQQQ vs AWK
+856.9%
-956.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.8% |
| 7D | -2.7% | +0.6% | -3.3% | -2.1% |
| 30D | +2.4% | +4.3% | -1.9% | +6.3% |
| 3M | -8.0% | +12.5% | -20.5% | +1.2% |
| 6M | -43.9% | +3.3% | -47.2% | -44.0% |
| YTD | -42.2% | +9.8% | -52.0% | -39.1% |
| 1Y | -51.8% | +2.9% | -54.7% | -53.0% |
| 3Y | -89.7% | +9.6% | -99.3% | -89.7% |
| 5Y | -94.7% | -16.7% | -78.0% | -95.3% |
| 10Y | -100.0% | +136.1% | -236.1% | -99.9% |
| All | -100.0% | +856.9% | -956.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling