-12.4%
SOUN vs ALC
-4.3%
-8.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -1.7% |
| 7D | -4.1% | -3.7% | -0.4% | -2.5% |
| 30D | -18.1% | -3.7% | -14.3% | -16.8% |
| 3M | -12.3% | +4.6% | -16.8% | -14.8% |
| 6M | -18.6% | -14.6% | -4.0% | -13.0% |
| YTD | -34.1% | -11.9% | -22.2% | -30.8% |
| 1Y | -57.0% | -13.1% | -43.9% | -54.6% |
| 3Y | +185.7% | -15.0% | +200.7% | +203.2% |
| All | -12.4% | -4.3% | -8.1% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling