-53.5%
SOUN vs ACM
+2.9%
-56.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.6% | -3.6% |
| 7D | -15.1% | +5.6% | -20.7% | -19.7% |
| 30D | -23.0% | +20.8% | -43.8% | -36.3% |
| 3M | -53.3% | +11.4% | -64.8% | -58.7% |
| 6M | -58.6% | +0.9% | -59.5% | -60.8% |
| YTD | -65.0% | -24.8% | -40.2% | -54.8% |
| 1Y | -71.4% | -46.4% | -25.0% | -44.9% |
| 3Y | +75.4% | -9.2% | +84.6% | +78.9% |
| All | -53.5% | +2.9% | -56.4% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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