-10.1%
SOUN vs ADM
+1.8%
-12.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -5.2% | +3.8% | -9.0% | -5.7% |
| 30D | +4.8% | +9.8% | -4.9% | +3.2% |
| 3M | -15.9% | +2.1% | -18.0% | -16.2% |
| 6M | -17.4% | +27.5% | -44.9% | -21.0% |
| YTD | -32.4% | +50.2% | -82.6% | -37.4% |
| 1Y | -49.3% | +40.6% | -89.9% | -52.5% |
| 3Y | +167.5% | +17.2% | +150.2% | +154.0% |
| All | -10.1% | +1.8% | -12.0% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling