+130.9%
SOUN vs AFRM
+203.8%
-72.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.5% |
| 7D | -2.6% | -7.3% | +4.7% | +0.7% |
| 30D | -27.0% | -9.6% | -17.4% | -23.7% |
| 3M | -41.9% | -11.1% | -30.9% | -39.3% |
| 6M | -56.1% | +3.9% | -60.0% | -57.6% |
| YTD | -58.8% | -8.5% | -50.3% | -58.2% |
| 1Y | -71.1% | +3.3% | -74.4% | -72.4% |
| 3Y | +130.9% | +213.7% | -82.8% | +40.2% |
| All | +130.9% | +203.8% | -72.9% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling