+185.7%
SOUN vs ACGL
+29.4%
+156.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.3% |
| 7D | -4.1% | -2.9% | -1.1% | -3.9% |
| 30D | -18.1% | -2.8% | -15.3% | -17.9% |
| 3M | -12.3% | +6.8% | -19.1% | -13.4% |
| 6M | -18.6% | -1.5% | -17.0% | -18.6% |
| YTD | -34.1% | -0.2% | -33.9% | -34.6% |
| 1Y | -57.0% | +5.3% | -62.3% | -58.0% |
| 3Y | +185.7% | +30.3% | +155.4% | +155.9% |
| All | +185.7% | +29.4% | +156.3% | +155.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling