+268.6%
SNDU vs ACM
-28.9%
+297.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.1% | +6.0% | +3.4% |
| 7D | +26.6% | -3.7% | +30.3% | +27.4% |
| 30D | +86.8% | -12.7% | +99.4% | +91.8% |
| 3M | -32.4% | -9.8% | -22.6% | -33.3% |
| All | +268.6% | -28.9% | +297.5% | +620.5% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling