-48.4%
SOUN vs ACM
+3.1%
-51.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -5.0% |
| 7D | -6.1% | +6.6% | -12.7% | -11.9% |
| 30D | -28.2% | +19.8% | -48.0% | -40.0% |
| 3M | -48.1% | -3.1% | -45.0% | -47.8% |
| 6M | -56.4% | -11.5% | -44.9% | -52.7% |
| YTD | -61.2% | -24.7% | -36.5% | -50.0% |
| 1Y | -73.1% | -45.1% | -28.1% | -50.0% |
| 3Y | +116.2% | -8.9% | +125.1% | +119.8% |
| All | -48.4% | +3.1% | -51.5% | -48.3% |
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 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