+4,601.6%
SNDK vs ADM
+104.3%
+4,497.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.3% |
| 7D | +8.8% | +3.0% | +5.9% | +7.1% |
| 30D | +33.2% | +8.7% | +24.5% | +27.2% |
| 3M | +3.0% | +7.6% | -4.6% | -1.1% |
| 6M | +173.5% | +26.9% | +146.6% | +141.5% |
| YTD | +613.0% | +54.3% | +558.7% | +467.3% |
| 1Y | +2,189.8% | +45.7% | +2,144.1% | +1,766.5% |
| All | +4,601.6% | +104.3% | +4,497.3% | +2,607.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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