-53.5%
SOUN vs ABCL
+46.4%
-99.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -1.9% | -2.6% |
| 7D | -15.1% | -3.3% | -11.8% | -14.0% |
| 30D | -23.0% | -7.1% | -15.8% | -21.6% |
| 3M | -53.3% | +4.7% | -58.1% | -56.0% |
| 6M | -58.6% | +140.9% | -199.4% | -75.8% |
| YTD | -65.0% | +236.0% | -301.0% | -83.1% |
| 1Y | -71.4% | +217.4% | -288.8% | -85.9% |
| 3Y | +75.4% | +188.7% | -113.3% | -19.5% |
| All | -53.5% | +46.4% | -99.8% | -75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling