-12.4%
SOUN vs AFRM
+136.3%
-148.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -4.1% | +3.1% | -7.1% | -5.4% |
| 30D | -18.1% | -4.2% | -13.9% | -16.9% |
| 3M | -12.3% | +10.1% | -22.4% | -16.3% |
| 6M | -18.6% | +39.4% | -58.0% | -28.8% |
| YTD | -34.1% | -3.2% | -30.9% | -34.1% |
| 1Y | -57.0% | -16.1% | -41.0% | -55.2% |
| 3Y | +185.7% | +220.8% | -35.1% | +63.1% |
| All | -12.4% | +136.3% | -148.7% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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