-90.2%
SNDQ vs ABCL
+180.2%
-270.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.1% | +12.1% | +10.3% |
| 7D | -18.7% | -3.3% | -15.4% | -20.6% |
| 30D | +69.5% | -7.1% | +76.6% | +72.7% |
| 3M | +54.2% | +4.7% | +49.5% | +69.6% |
| 6M | -69.6% | +140.9% | -210.5% | -21.5% |
| All | -90.2% | +180.2% | -270.4% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling