-12.4%
SOUN vs ARMK
+127.5%
-139.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.6% |
| 7D | -4.1% | +1.7% | -5.8% | -5.4% |
| 30D | -18.1% | +3.1% | -21.2% | -20.6% |
| 3M | -12.3% | +9.2% | -21.5% | -19.3% |
| 6M | -18.6% | +43.7% | -62.3% | -41.2% |
| YTD | -34.1% | +57.4% | -91.5% | -56.3% |
| 1Y | -57.0% | +51.9% | -108.9% | -70.7% |
| 3Y | +185.7% | +125.4% | +60.3% | +32.5% |
| All | -12.4% | +127.5% | -139.9% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling