+193.0%
ARM vs SOUN
+80.0%
+113.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.5% | +8.1% | +7.1% |
| 7D | -5.3% | -1.0% | -4.4% | -5.2% |
| 30D | -30.0% | -24.9% | -5.2% | -24.9% |
| 3M | -34.1% | -49.5% | +15.4% | -22.2% |
| 6M | -12.6% | -54.4% | +41.7% | +5.7% |
| YTD | +70.4% | -59.4% | +129.8% | +107.8% |
| 1Y | +22.3% | -71.4% | +93.6% | +60.7% |
| 3Y | +261.2% | +134.1% | +127.1% | +116.9% |
| All | +193.0% | +80.0% | +113.0% | +79.0% |
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