-13.6%
SOUN vs ARES
+117.6%
-131.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | +1.4% |
| 7D | -4.4% | -2.7% | -1.8% | -2.2% |
| 30D | -13.1% | -2.4% | -10.7% | -11.6% |
| 3M | -7.7% | +3.9% | -11.6% | -12.8% |
| 6M | -21.2% | +26.4% | -47.6% | -39.1% |
| YTD | -35.0% | -14.9% | -20.1% | -27.6% |
| 1Y | -56.4% | -20.4% | -36.0% | -48.8% |
| 3Y | +181.7% | +38.8% | +143.0% | +97.0% |
| All | -13.6% | +117.6% | -131.2% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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