+4,601.6%
SNDK vs ABCL
+235.3%
+4,366.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.3% | +1.3% | -2.5% |
| 7D | +8.8% | -9.6% | +18.4% | +12.1% |
| 30D | +33.2% | +7.2% | +26.0% | +29.2% |
| 3M | +3.0% | +105.5% | -102.5% | -22.5% |
| 6M | +173.5% | +193.0% | -19.5% | +81.3% |
| YTD | +613.0% | +205.8% | +407.2% | +363.7% |
| 1Y | +2,189.8% | +144.4% | +2,045.4% | +1,507.0% |
| All | +4,601.6% | +235.3% | +4,366.4% | +2,671.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling