-13.6%
SOUN vs AME
+90.7%
-104.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -0.8% |
| 7D | -4.4% | +1.3% | -5.7% | -5.6% |
| 30D | -13.1% | -6.6% | -6.6% | -7.8% |
| 3M | -7.7% | +3.0% | -10.7% | -10.3% |
| 6M | -21.2% | +5.3% | -26.5% | -26.3% |
| YTD | -35.0% | +15.4% | -50.4% | -44.7% |
| 1Y | -56.4% | +26.8% | -83.2% | -66.5% |
| 3Y | +181.7% | +56.5% | +125.2% | +83.8% |
| All | -13.6% | +90.7% | -104.3% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling