-59.1%
SOUN vs ADVB
-97.1%
+38.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.0% | -8.9% | +1.1% |
| 7D | -9.5% | +10.5% | -20.0% | -9.5% |
| 30D | -21.3% | -56.0% | +34.7% | -21.7% |
| 3M | -47.2% | -70.1% | +22.9% | -47.7% |
| 6M | -53.7% | -53.7% | 0.0% | -55.1% |
| YTD | -60.8% | -60.3% | -0.5% | -61.9% |
| 1Y | -70.9% | -73.1% | +2.2% | -71.5% |
| All | -59.1% | -97.1% | +38.0% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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