+4,437.1%
SNDK vs ABT
-19.6%
+4,456.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.9% |
| 7D | -6.1% | -5.9% | -0.2% | -8.0% |
| 30D | +21.5% | -8.1% | +29.6% | +18.3% |
| 3M | -13.2% | +14.5% | -27.7% | -11.8% |
| 6M | +149.2% | -6.3% | +155.5% | +177.7% |
| YTD | +588.1% | -17.1% | +605.2% | +701.6% |
| 1Y | +1,837.5% | -21.4% | +1,858.9% | +2,214.1% |
| All | +4,437.1% | -19.6% | +4,456.7% | +5,238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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