-10.1%
SOUN vs ARMK
+124.4%
-134.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.7% |
| 7D | -5.2% | -2.4% | -2.8% | -3.5% |
| 30D | +4.8% | 0.0% | +4.8% | +4.0% |
| 3M | -15.9% | +6.7% | -22.5% | -21.1% |
| 6M | -17.4% | +38.8% | -56.2% | -38.6% |
| YTD | -32.4% | +55.2% | -87.6% | -54.6% |
| 1Y | -49.3% | +46.6% | -95.9% | -64.4% |
| 3Y | +167.5% | +112.9% | +54.6% | +30.7% |
| All | -10.1% | +124.4% | -134.5% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling