-13.6%
SOUN vs AFL
+109.8%
-123.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -4.4% | -2.1% | -2.3% | -3.3% |
| 30D | -13.1% | -5.4% | -7.7% | -10.5% |
| 3M | -7.7% | -0.3% | -7.4% | -8.6% |
| 6M | -21.2% | +5.2% | -26.4% | -25.3% |
| YTD | -35.0% | +5.7% | -40.7% | -39.2% |
| 1Y | -56.4% | +10.2% | -66.6% | -60.9% |
| 3Y | +181.7% | +63.4% | +118.3% | +77.7% |
| All | -13.6% | +109.8% | -123.4% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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