+947.0%
APP vs SOUN
-53.6%
+1,000.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.0% |
| 7D | +79.2% | -1.0% | +80.1% | +79.3% |
| 30D | +48.0% | -24.9% | +72.9% | +54.3% |
| 3M | +18.2% | -49.5% | +67.7% | +30.5% |
| 6M | -12.5% | -54.4% | +41.9% | -2.7% |
| YTD | -39.2% | -59.4% | +20.2% | -31.5% |
| 1Y | -33.9% | -71.4% | +37.5% | -22.1% |
| 3Y | +933.3% | +134.1% | +799.2% | +818.5% |
| All | +947.0% | -53.6% | +1,000.5% | +795.0% |
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 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