-16.5%
SOUN vs AG
+91.6%
-108.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.3% |
| 7D | -7.1% | -6.7% | -0.4% | -5.8% |
| 30D | -15.4% | +2.2% | -17.6% | -16.0% |
| 3M | -10.6% | +15.7% | -26.3% | -13.6% |
| 6M | -19.6% | -23.8% | +4.2% | -16.8% |
| YTD | -37.2% | +17.6% | -54.8% | -39.7% |
| 1Y | -57.1% | +88.6% | -145.7% | -61.8% |
| 3Y | +178.2% | +253.4% | -75.2% | +116.0% |
| All | -16.5% | +91.6% | -108.2% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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