+4,733.3%
SNDK vs ABCL
+266.3%
+4,467.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.2% | +13.1% | +12.3% |
| 7D | +17.2% | +0.7% | +16.5% | +16.9% |
| 30D | +28.8% | +93.1% | -64.2% | +1.2% |
| 3M | -1.1% | +79.4% | -80.6% | -21.6% |
| 6M | +190.5% | +214.9% | -24.4% | +88.7% |
| YTD | +633.0% | +234.2% | +398.8% | +364.3% |
| 1Y | +2,684.0% | +174.8% | +2,509.2% | +1,796.2% |
| All | +4,733.3% | +266.3% | +4,467.0% | +2,675.3% |
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