+2,684.0%
SNDK vs ABCL
+186.8%
+2,497.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.2% | +13.1% | +12.4% |
| 7D | +17.2% | +0.7% | +16.5% | +16.8% |
| 30D | +28.8% | +93.1% | -64.2% | -6.4% |
| 3M | -1.1% | +79.4% | -80.6% | -27.8% |
| 6M | +190.5% | +214.9% | -24.4% | +54.3% |
| YTD | +633.0% | +234.2% | +398.8% | +268.0% |
| 1Y | +2,684.0% | +174.8% | +2,509.2% | +1,569.0% |
| All | +2,684.0% | +186.8% | +2,497.2% | +1,569.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling