+3,641.9%
SNDK vs ADVB
-88.3%
+3,730.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.7% | +12.6% | +11.9% |
| 7D | +17.2% | -3.8% | +20.9% | +17.2% |
| 30D | +28.8% | +17.6% | +11.3% | +28.2% |
| 3M | -1.1% | +119.1% | -120.2% | -1.9% |
| 6M | +190.5% | +103.4% | +87.1% | +185.8% |
| YTD | +633.0% | +59.8% | +573.2% | +627.4% |
| 1Y | +2,684.0% | +8.5% | +2,675.5% | +2,640.3% |
| All | +3,641.9% | -88.3% | +3,730.3% | +4,165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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