-53.5%
SOUN vs ALLY
+11.3%
-64.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.7% |
| 7D | -15.1% | +0.4% | -15.5% | -15.3% |
| 30D | -23.0% | +5.2% | -28.2% | -25.9% |
| 3M | -53.3% | -13.3% | -40.0% | -48.0% |
| 6M | -58.6% | -6.7% | -51.9% | -56.6% |
| YTD | -65.0% | -12.8% | -52.2% | -61.7% |
| 1Y | -71.4% | +0.7% | -72.1% | -72.0% |
| 3Y | +75.4% | +65.2% | +10.2% | +23.1% |
| All | -53.5% | +11.3% | -64.7% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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