-100.0%
SQQQ vs AZN
+223.4%
-323.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.3% |
| 7D | +1.8% | -1.6% | +3.4% | +0.5% |
| 30D | +4.2% | +1.1% | +3.1% | +5.0% |
| 3M | -3.3% | -12.1% | +8.9% | -14.5% |
| 6M | -43.6% | -17.1% | -26.5% | -52.4% |
| YTD | -41.9% | -12.0% | -29.9% | -47.8% |
| 1Y | -50.6% | -0.2% | -50.4% | -50.1% |
| 3Y | -89.3% | +26.8% | -116.1% | -85.6% |
| 5Y | -94.8% | +56.9% | -151.7% | -90.1% |
| All | -100.0% | +223.4% | -323.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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