+703.1%
APP vs SOUN
-28.0%
+731.1%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.5% |
| 7D | +0.3% | -6.8% | +7.1% | +1.3% |
| 30D | -1.3% | -15.2% | +13.9% | +1.0% |
| 3M | -36.2% | -7.0% | -29.2% | -35.9% |
| 6M | -34.1% | -20.5% | -13.6% | -32.6% |
| YTD | -53.3% | -37.0% | -16.3% | -50.7% |
| 1Y | -44.5% | -55.3% | +10.8% | -39.1% |
| 3Y | +646.7% | +173.0% | +473.6% | +530.8% |
| All | +703.1% | -28.0% | +731.1% | +544.1% |
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