-10.1%
SOUN vs ALM
+1,077.8%
-1,087.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -5.2% | -2.6% | -2.6% | -4.8% |
| 30D | +4.8% | +32.0% | -27.2% | -0.1% |
| 3M | -15.9% | -15.0% | -0.8% | -14.8% |
| 6M | -17.4% | -10.1% | -7.3% | -18.6% |
| YTD | -32.4% | +99.4% | -131.8% | -41.2% |
| 1Y | -49.3% | +316.4% | -365.6% | -60.5% |
| 3Y | +167.5% | +2,022.0% | -1,854.5% | +44.3% |
| All | -10.1% | +1,077.8% | -1,087.9% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling