+4,437.1%
SNDK vs AWK
+14.6%
+4,422.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -4.9% |
| 7D | -6.1% | -2.1% | -4.0% | -8.1% |
| 30D | +21.5% | +2.1% | +19.4% | +24.3% |
| 3M | -13.2% | +11.4% | -24.6% | -2.7% |
| 6M | +149.2% | +3.9% | +145.3% | +171.9% |
| YTD | +588.1% | +7.7% | +580.4% | +666.1% |
| 1Y | +1,837.5% | +1.3% | +1,836.2% | +2,017.6% |
| All | +4,437.1% | +14.6% | +4,422.5% | +4,033.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 3y: compounded portfolio wealth divided by compounded AWK 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…
3y analysis · Full analysis span regression · 6 months rolling