-13.6%
SOUN vs AMCR
-9.7%
-3.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.4% | -0.1% |
| 7D | -4.4% | -6.3% | +1.9% | -1.6% |
| 30D | -13.1% | -7.1% | -6.0% | -10.2% |
| 3M | -7.7% | +12.7% | -20.4% | -13.0% |
| 6M | -21.2% | +5.2% | -26.3% | -23.6% |
| YTD | -35.0% | +8.1% | -43.1% | -38.5% |
| 1Y | -56.4% | +11.7% | -68.1% | -59.6% |
| 3Y | +181.7% | +9.9% | +171.8% | +166.2% |
| All | -13.6% | -9.7% | -3.9% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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