-13.6%
SOUN vs AA
-23.7%
+10.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.7% |
| 7D | -4.4% | -0.6% | -3.8% | -4.3% |
| 30D | -13.1% | -1.6% | -11.6% | -13.0% |
| 3M | -7.7% | -29.8% | +22.1% | +3.5% |
| 6M | -21.2% | -16.6% | -4.5% | -18.2% |
| YTD | -35.0% | -4.0% | -31.0% | -35.9% |
| 1Y | -56.4% | +63.5% | -119.9% | -64.6% |
| 3Y | +181.7% | +86.8% | +95.0% | +114.0% |
| All | -13.6% | -23.7% | +10.1% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 5y: compounded portfolio wealth divided by compounded AA 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…
5y analysis · Full analysis span regression · 6 months rolling