-2.6%
ABT vs SOUN
-24.7%
+22.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.6% |
| 7D | -3.1% | -4.1% | +1.0% | -3.1% |
| 30D | -2.1% | -18.1% | +16.0% | -2.0% |
| 3M | +17.4% | -12.3% | +29.7% | +17.5% |
| 6M | -2.4% | -18.6% | +16.2% | -2.3% |
| YTD | -14.2% | -34.1% | +19.9% | -14.0% |
| 1Y | -18.3% | -57.0% | +38.7% | -17.9% |
| 3Y | +11.5% | +185.7% | -174.1% | +8.0% |
| All | -2.6% | -24.7% | +22.1% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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 · 6 months rolling