-46.0%
SOUN vs ABCL
+59.2%
-105.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.2% | -6.7% | -3.6% |
| 7D | -1.0% | +12.4% | -13.4% | -6.4% |
| 30D | -24.9% | -0.4% | -24.5% | -25.7% |
| 3M | -49.5% | +80.4% | -129.9% | -64.1% |
| 6M | -54.4% | +138.5% | -192.9% | -73.1% |
| YTD | -59.4% | +265.5% | -324.9% | -81.1% |
| 1Y | -71.4% | +219.7% | -291.1% | -85.8% |
| 3Y | +134.1% | +209.4% | -75.3% | +4.5% |
| All | -46.0% | +59.2% | -105.2% | -72.9% |
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