+35,000.4%
TQQQ vs AME
+1,520.8%
+33,479.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +4.4% | +2.8% | +1.6% | -0.3% |
| 30D | -3.1% | -6.3% | +3.2% | +7.3% |
| 3M | -5.2% | +5.4% | -10.6% | -12.1% |
| 6M | +52.4% | +7.4% | +44.9% | +36.8% |
| YTD | +37.4% | +16.2% | +21.3% | +7.8% |
| 1Y | +56.0% | +26.8% | +29.2% | +4.0% |
| 3Y | +268.7% | +57.5% | +211.2% | +75.7% |
| 5Y | +101.2% | +84.8% | +16.4% | -13.5% |
| 10Y | +2,840.4% | +424.3% | +2,416.1% | +204.5% |
| All | +35,000.4% | +1,520.8% | +33,479.5% | +577.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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