-52.0%
SOUN vs ACGL
+149.3%
-201.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.1% | -8.0% | -7.9% |
| 7D | -15.5% | -1.2% | -14.3% | -15.2% |
| 30D | -26.2% | +12.8% | -39.0% | -28.5% |
| 3M | -51.4% | +12.3% | -63.6% | -52.9% |
| 6M | -55.3% | +15.8% | -71.2% | -57.4% |
| YTD | -63.9% | +13.9% | -77.8% | -65.6% |
| 1Y | -72.8% | +19.0% | -91.8% | -74.6% |
| 3Y | +101.1% | +33.7% | +67.5% | +73.4% |
| All | -52.0% | +149.3% | -201.3% | -74.2% |
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