+4,437.1%
SNDK vs ACM
-37.9%
+4,474.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -4.0% |
| 7D | -6.1% | -4.6% | -1.5% | -3.9% |
| 30D | +21.5% | +4.1% | +17.4% | +18.3% |
| 3M | -13.2% | -8.3% | -4.9% | -12.6% |
| 6M | +149.2% | -30.1% | +179.3% | +214.7% |
| YTD | +588.1% | -32.6% | +620.7% | +747.8% |
| 1Y | +1,837.5% | -49.6% | +1,887.1% | +3,367.2% |
| All | +4,437.1% | -37.9% | +4,474.9% | +5,649.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling