-53.5%
SOUN vs AFRM
+113.5%
-166.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -1.9% | -2.6% |
| 7D | -15.1% | -4.4% | -10.7% | -13.4% |
| 30D | -23.0% | -7.7% | -15.3% | -20.4% |
| 3M | -53.3% | -16.9% | -36.5% | -50.0% |
| 6M | -58.6% | +2.5% | -61.0% | -59.4% |
| YTD | -65.0% | -12.5% | -52.5% | -63.7% |
| 1Y | -71.4% | -11.0% | -60.4% | -70.6% |
| 3Y | +75.4% | +184.6% | -109.2% | +6.4% |
| All | -53.5% | +113.5% | -166.9% | -75.9% |
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