-16.3%
SOUN vs APA
+26.8%
-43.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -6.8% | +0.8% | -7.6% | -7.1% |
| 30D | -15.2% | +9.6% | -24.9% | -17.5% |
| 3M | -7.0% | +18.0% | -25.0% | -12.0% |
| 6M | -20.5% | +41.9% | -62.4% | -31.3% |
| YTD | -37.0% | +86.3% | -123.3% | -50.8% |
| 1Y | -55.3% | +97.9% | -153.2% | -66.2% |
| 3Y | +173.0% | +12.8% | +160.3% | +130.7% |
| All | -16.3% | +26.8% | -43.1% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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