+174.0%
SOUN vs ABCL
+104.5%
+69.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -5.2% | +0.7% | -5.9% | -5.5% |
| 30D | +4.8% | +93.1% | -88.3% | -23.9% |
| 3M | -15.9% | +79.4% | -95.3% | -38.9% |
| 6M | -17.4% | +214.9% | -232.3% | -55.3% |
| YTD | -32.4% | +234.2% | -266.6% | -64.9% |
| 1Y | -49.3% | +174.8% | -224.0% | -71.6% |
| All | +174.0% | +104.5% | +69.5% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling