-95.7%
SNDQ vs AME
+2.6%
-98.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +1.5% | -25.3% | -17.5% |
| 7D | -30.8% | +0.6% | -31.5% | -27.8% |
| 30D | -51.7% | -6.7% | -45.1% | -64.7% |
| 3M | -78.0% | +4.1% | -82.1% | -67.6% |
| All | -95.7% | +2.6% | -98.3% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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