-10.1%
SOUN vs ABCL
+45.6%
-55.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.1% |
| 3M | -15.9% | +79.4% | -95.3% | -40.7% |
| 6M | -17.4% | +214.9% | -232.3% | -57.2% |
| YTD | -32.4% | +234.2% | -266.6% | -66.5% |
| 1Y | -49.3% | +174.8% | -224.0% | -72.9% |
| 3Y | +167.5% | +104.5% | +63.0% | +51.0% |
| All | -10.1% | +45.6% | -55.7% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling