-95.5%
SNDQ vs ACM
-23.3%
-72.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.8% | +9.7% | +8.3% |
| 7D | -20.4% | -5.9% | -14.5% | -19.4% |
| 30D | -54.5% | -6.2% | -48.3% | -53.2% |
| 3M | -79.1% | -7.9% | -71.2% | -77.7% |
| All | -95.5% | -23.3% | -72.2% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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 · Available span rolling