-10.1%
SOUN vs ACGL
+123.9%
-134.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -5.2% | -0.7% | -4.5% | -5.0% |
| 30D | +4.8% | -1.0% | +5.8% | +5.0% |
| 3M | -15.9% | +11.0% | -26.9% | -19.1% |
| 6M | -17.4% | -0.3% | -17.1% | -17.8% |
| YTD | -32.4% | +2.3% | -34.7% | -33.8% |
| 1Y | -49.3% | +6.4% | -55.7% | -51.3% |
| 3Y | +167.5% | +34.0% | +133.5% | +121.2% |
| All | -10.1% | +123.9% | -134.0% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling