+185.7%
SOUN vs ARMK
+125.3%
+60.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.5% |
| 7D | -4.1% | +1.7% | -5.8% | -5.2% |
| 30D | -18.1% | +3.1% | -21.2% | -20.3% |
| 3M | -12.3% | +9.2% | -21.5% | -18.5% |
| 6M | -18.6% | +43.7% | -62.3% | -39.5% |
| YTD | -34.1% | +57.4% | -91.5% | -54.8% |
| 1Y | -57.0% | +51.9% | -108.9% | -69.7% |
| 3Y | +185.7% | +125.4% | +60.3% | +39.9% |
| All | +185.7% | +125.3% | +60.4% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling