-16.5%
SOUN vs AME
+95.2%
-111.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -3.3% |
| 7D | -7.1% | +1.7% | -8.9% | -8.6% |
| 30D | -15.4% | -6.4% | -9.0% | -10.3% |
| 3M | -10.6% | +7.1% | -17.7% | -16.3% |
| 6M | -19.6% | +8.2% | -27.8% | -26.7% |
| YTD | -37.2% | +18.2% | -55.4% | -47.8% |
| 1Y | -57.1% | +26.7% | -83.8% | -67.0% |
| 3Y | +178.2% | +60.7% | +117.5% | +77.2% |
| All | -16.5% | +95.2% | -111.7% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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