-47.9%
SOUN vs ADM
-14.6%
-33.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.7% |
| 7D | -9.5% | +0.1% | -9.6% | -9.5% |
| 30D | -21.3% | -11.8% | -9.5% | -20.0% |
| 3M | -47.2% | -11.3% | -35.9% | -46.5% |
| 6M | -53.7% | -10.0% | -43.7% | -53.2% |
| YTD | -60.8% | +25.9% | -86.7% | -62.9% |
| 1Y | -70.9% | +26.7% | -97.6% | -72.5% |
| 3Y | +118.4% | +8.1% | +110.3% | +107.2% |
| All | -47.9% | -14.6% | -33.2% | -32.8% |
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