+2,684.0%
SNDK vs ADP
-4.5%
+2,688.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.1% | +14.0% | +8.8% |
| 7D | +17.2% | -3.4% | +20.6% | +11.7% |
| 30D | +28.8% | +2.8% | +26.1% | +35.1% |
| 3M | -1.1% | +20.9% | -22.0% | +36.9% |
| 6M | +190.5% | +29.9% | +160.6% | +311.4% |
| YTD | +633.0% | +9.6% | +623.4% | +803.7% |
| 1Y | +2,684.0% | -5.3% | +2,689.3% | +3,121.1% |
| All | +2,684.0% | -4.5% | +2,688.5% | +3,121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling