-47.9%
SOUN vs ARMK
+112.6%
-160.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.6% |
| 7D | -9.5% | +2.8% | -12.3% | -11.7% |
| 30D | -21.3% | -1.8% | -19.6% | -21.0% |
| 3M | -47.2% | -10.9% | -36.4% | -43.1% |
| 6M | -53.7% | +21.2% | -75.0% | -61.9% |
| YTD | -60.8% | +47.0% | -107.8% | -72.9% |
| 1Y | -70.9% | +42.9% | -113.8% | -79.4% |
| 3Y | +118.4% | +95.0% | +23.4% | +13.0% |
| All | -47.9% | +112.6% | -160.4% | -70.4% |
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