-52.0%
SOUN vs ACM
+2.4%
-54.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.2% | -7.7% | -7.7% |
| 7D | -15.5% | +5.1% | -20.6% | -19.7% |
| 30D | -26.2% | +18.7% | -44.9% | -37.8% |
| 3M | -51.4% | +15.5% | -66.8% | -58.5% |
| 6M | -55.3% | +1.2% | -56.5% | -57.9% |
| YTD | -63.9% | -25.2% | -38.7% | -53.2% |
| 1Y | -72.8% | -46.3% | -26.5% | -47.9% |
| 3Y | +101.1% | -9.6% | +110.7% | +105.9% |
| All | -52.0% | +2.4% | -54.4% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling