-12.4%
SOUN vs ACM
-4.1%
-8.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.7% |
| 7D | -4.1% | -0.3% | -3.8% | -3.8% |
| 30D | -18.1% | -12.9% | -5.2% | -7.4% |
| 3M | -12.3% | -6.4% | -5.9% | -9.5% |
| 6M | -18.6% | -29.2% | +10.6% | +14.0% |
| YTD | -34.1% | -29.9% | -4.2% | -8.2% |
| 1Y | -57.0% | -47.3% | -9.8% | -16.7% |
| 3Y | +185.7% | -19.6% | +205.3% | +233.1% |
| All | -12.4% | -4.1% | -8.3% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling