+130.9%
SOUN vs ABCL
+156.0%
-25.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.7% | -10.3% | -6.0% |
| 7D | -2.6% | -3.2% | +0.6% | -2.1% |
| 30D | -27.0% | -7.4% | -19.6% | -25.8% |
| 3M | -41.9% | +81.9% | -123.9% | -57.3% |
| 6M | -56.1% | +135.7% | -191.9% | -72.9% |
| YTD | -58.8% | +247.4% | -306.1% | -79.1% |
| 1Y | -71.1% | +162.3% | -233.4% | -83.5% |
| 3Y | +130.9% | +165.5% | -34.6% | +34.1% |
| All | +130.9% | +156.0% | -25.1% | +34.1% |
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 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