-100.0%
SQQQ vs AXP
+988.4%
-1,088.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -1.8% |
| 7D | -0.9% | -2.1% | +1.2% | -3.4% |
| 30D | -0.3% | -6.5% | +6.3% | -8.2% |
| 3M | +2.7% | +4.6% | -1.9% | +10.3% |
| 6M | -43.8% | +5.4% | -49.3% | -38.3% |
| YTD | -42.9% | -11.1% | -31.8% | -48.9% |
| 1Y | -53.5% | -0.3% | -53.2% | -51.3% |
| 3Y | -89.4% | +111.6% | -201.0% | -62.9% |
| 5Y | -94.7% | +117.6% | -212.3% | -72.5% |
| 10Y | -100.0% | +474.1% | -574.1% | -98.8% |
| All | -100.0% | +988.4% | -1,088.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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