-52.0%
SOUN vs APD
+47.9%
-99.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.3% | -8.3% | -8.1% |
| 7D | -15.5% | +2.2% | -17.7% | -16.2% |
| 30D | -26.2% | +9.4% | -35.7% | -28.9% |
| 3M | -51.4% | +4.7% | -56.0% | -52.3% |
| 6M | -55.3% | +5.5% | -60.8% | -56.5% |
| YTD | -63.9% | +31.4% | -95.3% | -68.6% |
| 1Y | -72.8% | +24.1% | -96.9% | -75.8% |
| 3Y | +101.1% | +28.8% | +72.3% | +69.4% |
| All | -52.0% | +47.9% | -99.9% | -67.8% |
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