+188.0%
SOUN vs ACM
-19.2%
+207.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -5.2% | -3.7% | -1.5% | -1.7% |
| 30D | +4.8% | -11.1% | +15.9% | +16.3% |
| 3M | -15.9% | -8.0% | -7.9% | -11.2% |
| 6M | -17.4% | -29.7% | +12.3% | +18.4% |
| YTD | -32.4% | -29.4% | -3.0% | -5.6% |
| 1Y | -49.3% | -46.4% | -2.9% | +0.3% |
| All | +188.0% | -19.2% | +207.2% | +198.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling