+4,727.7%
SNDK vs ACM
-35.4%
+4,763.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | +13.1% | -0.3% | +13.4% | +13.2% |
| 30D | +43.4% | -12.9% | +56.3% | +53.3% |
| 3M | +5.8% | -6.4% | +12.2% | +6.1% |
| 6M | +229.6% | -29.2% | +258.8% | +316.5% |
| YTD | +632.2% | -29.9% | +662.1% | +785.2% |
| 1Y | +2,365.4% | -47.3% | +2,412.7% | +4,199.6% |
| All | +4,727.7% | -35.4% | +4,763.2% | +5,903.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling