-12.4%
SOUN vs ABCL
+45.7%
-58.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | -4.1% | +1.4% | -5.5% | -4.7% |
| 30D | -18.1% | +65.1% | -83.2% | -38.1% |
| 3M | -12.3% | +111.1% | -123.4% | -42.8% |
| 6M | -18.6% | +231.6% | -250.2% | -58.9% |
| YTD | -34.1% | +234.5% | -268.6% | -67.3% |
| 1Y | -57.0% | +174.3% | -231.4% | -77.0% |
| 3Y | +185.7% | +111.5% | +74.2% | +58.4% |
| All | -12.4% | +45.7% | -58.1% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ABCL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling