-95.2%
SNDQ vs AME
+4.4%
-99.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.3% | +3.6% | +19.5% |
| 7D | +11.6% | +1.7% | +9.9% | +17.5% |
| 30D | -45.1% | -6.4% | -38.6% | -60.8% |
| 3M | -68.6% | +7.1% | -75.7% | -51.9% |
| All | -95.2% | +4.4% | -99.6% | -92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling