+4,601.6%
SNDK vs ACM
-38.5%
+4,640.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.2% |
| 7D | +8.8% | -5.9% | +14.7% | +12.2% |
| 30D | +33.2% | -6.2% | +39.4% | +36.2% |
| 3M | +3.0% | -7.9% | +10.9% | +3.1% |
| 6M | +173.5% | -30.6% | +204.1% | +246.6% |
| YTD | +613.0% | -33.3% | +646.3% | +783.2% |
| 1Y | +2,189.8% | -49.2% | +2,239.0% | +3,928.5% |
| All | +4,601.6% | -38.5% | +4,640.1% | +5,889.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling