-13.6%
SOUN vs ARMK
+124.9%
-138.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.5% |
| 7D | -4.4% | +0.3% | -4.8% | -4.7% |
| 30D | -13.1% | +2.4% | -15.5% | -15.3% |
| 3M | -7.7% | +6.1% | -13.7% | -12.9% |
| 6M | -21.2% | +41.8% | -62.9% | -42.4% |
| YTD | -35.0% | +55.5% | -90.5% | -56.5% |
| 1Y | -56.4% | +49.6% | -105.9% | -69.9% |
| 3Y | +181.7% | +122.8% | +59.0% | +31.9% |
| All | -13.6% | +124.9% | -138.5% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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