-52.0%
SOUN vs ATI
+591.7%
-643.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.4% | -9.3% | -8.7% |
| 7D | -15.5% | +13.0% | -28.5% | -21.6% |
| 30D | -26.2% | +0.2% | -26.4% | -27.4% |
| 3M | -51.4% | -17.5% | -33.9% | -46.6% |
| 6M | -55.3% | +18.1% | -73.4% | -60.9% |
| YTD | -63.9% | +65.7% | -129.6% | -74.8% |
| 1Y | -72.8% | +91.9% | -164.7% | -82.8% |
| 3Y | +101.1% | +335.2% | -234.1% | -26.1% |
| All | -52.0% | +591.7% | -643.7% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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