-47.9%
SOUN vs APD
+47.5%
-95.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -9.5% | -1.2% | -8.3% | -9.1% |
| 30D | -21.3% | +11.0% | -32.4% | -24.6% |
| 3M | -47.2% | +2.6% | -49.8% | -47.8% |
| 6M | -53.7% | +4.8% | -58.6% | -54.8% |
| YTD | -60.8% | +31.0% | -91.8% | -65.9% |
| 1Y | -70.9% | +23.4% | -94.3% | -74.0% |
| 3Y | +118.4% | +28.4% | +90.1% | +84.3% |
| All | -47.9% | +47.5% | -95.3% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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