-16.3%
SOUN vs ADM
+4.6%
-20.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.1% |
| 7D | -6.8% | +3.0% | -9.8% | -7.2% |
| 30D | -15.2% | +8.7% | -24.0% | -16.3% |
| 3M | -7.0% | +7.6% | -14.6% | -8.1% |
| 6M | -20.5% | +26.9% | -47.4% | -23.8% |
| YTD | -37.0% | +54.3% | -91.3% | -41.9% |
| 1Y | -55.3% | +45.7% | -101.0% | -58.4% |
| 3Y | +173.0% | +21.9% | +151.1% | +157.6% |
| All | -16.3% | +4.6% | -20.9% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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