-12.4%
SOUN vs ACGL
+118.4%
-130.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.9% |
| 7D | -4.1% | -2.9% | -1.1% | -3.3% |
| 30D | -18.1% | -2.8% | -15.3% | -17.5% |
| 3M | -12.3% | +6.8% | -19.1% | -14.6% |
| 6M | -18.6% | -1.5% | -17.0% | -18.8% |
| YTD | -34.1% | -0.2% | -33.9% | -35.0% |
| 1Y | -57.0% | +5.3% | -62.3% | -58.7% |
| 3Y | +185.7% | +30.3% | +155.4% | +138.3% |
| All | -12.4% | +118.4% | -130.8% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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