+352.4%
APH vs SOUN
-55.6%
+408.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.7% |
| 7D | -5.0% | -6.1% | +1.0% | -4.8% |
| 30D | -8.4% | -28.2% | +19.8% | -6.9% |
| 3M | -4.5% | -48.1% | +43.6% | -1.4% |
| 6M | +25.3% | -56.4% | +81.7% | +30.1% |
| YTD | +18.9% | -61.2% | +80.1% | +23.6% |
| 1Y | +11.9% | -73.1% | +85.1% | +18.2% |
| 3Y | +278.0% | +116.2% | +161.8% | +266.1% |
| All | +352.4% | -55.6% | +408.1% | +337.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling