+910.0%
APP vs SOUN
-55.6%
+965.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.9% | -2.9% |
| 7D | +61.1% | -6.1% | +67.2% | +62.5% |
| 30D | +42.8% | -28.2% | +71.0% | +49.8% |
| 3M | +16.7% | -48.1% | +64.8% | +28.3% |
| 6M | -15.6% | -56.4% | +40.8% | -5.5% |
| YTD | -41.3% | -61.2% | +19.9% | -33.5% |
| 1Y | -39.3% | -73.1% | +33.9% | -27.8% |
| 3Y | +803.2% | +116.2% | +687.0% | +709.8% |
| All | +910.0% | -55.6% | +965.6% | +769.2% |
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