-13.6%
SOUN vs ADM
+4.2%
-17.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.7% |
| 7D | -4.4% | +1.4% | -5.8% | -4.6% |
| 30D | -13.1% | +8.2% | -21.3% | -14.2% |
| 3M | -7.7% | +8.7% | -16.4% | -9.0% |
| 6M | -21.2% | +29.1% | -50.3% | -24.7% |
| YTD | -35.0% | +53.7% | -88.7% | -40.0% |
| 1Y | -56.4% | +43.2% | -99.6% | -59.3% |
| 3Y | +181.7% | +21.4% | +160.3% | +165.9% |
| All | -13.6% | +4.2% | -17.8% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling