+2,358.4%
SNDK vs ABCL
+268.3%
+2,090.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.2% |
| 7D | +6.0% | -3.3% | +9.3% | +7.0% |
| 30D | -36.9% | -7.1% | -29.8% | -34.8% |
| 3M | -42.1% | +4.7% | -46.8% | -43.2% |
| 6M | -38.8% | +140.9% | -179.7% | -56.5% |
| YTD | +272.8% | +236.0% | +36.9% | +136.8% |
| 1Y | +263.3% | +217.4% | +45.9% | +135.5% |
| All | +2,358.4% | +268.3% | +2,090.1% | +1,315.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling