-95.7%
SNDQ vs ADM
+23.4%
-119.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +0.3% | -24.1% | -23.4% |
| 7D | -30.8% | +3.8% | -34.6% | -27.3% |
| 30D | -51.7% | +9.8% | -61.5% | -43.9% |
| 3M | -78.0% | +2.1% | -80.2% | -76.1% |
| All | -95.7% | +23.4% | -119.1% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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 · Available span rolling