+185.4%
ARM vs SOUN
+72.0%
+113.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.9% | -1.5% |
| 7D | -10.4% | -6.1% | -4.3% | -9.1% |
| 30D | -31.8% | -28.2% | -3.6% | -26.1% |
| 3M | -32.2% | -48.1% | +15.9% | -20.5% |
| 6M | -14.9% | -56.4% | +41.5% | +4.2% |
| YTD | +66.0% | -61.2% | +127.2% | +104.7% |
| 1Y | +17.2% | -73.1% | +90.4% | +56.4% |
| 3Y | +247.2% | +116.2% | +131.0% | +112.6% |
| All | +185.4% | +72.0% | +113.4% | +76.3% |
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