-71.4%
SOUN vs ALM
+44.8%
-116.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +4.6% |
| 7D | -2.7% | -6.4% | +3.7% | -1.4% |
| 30D | -26.5% | -35.0% | +8.5% | -20.0% |
| 3M | -33.6% | -33.8% | +0.2% | -28.8% |
| 6M | -54.4% | -55.0% | +0.6% | -48.7% |
| YTD | -56.7% | -0.2% | -56.4% | -57.7% |
| 1Y | -71.4% | +41.8% | -113.2% | -73.7% |
| All | -71.4% | +44.8% | -116.3% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling