-16.3%
SOUN vs AUR
+43.5%
-59.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.1% |
| 7D | -6.8% | +0.2% | -7.0% | -6.9% |
| 30D | -15.2% | -8.9% | -6.3% | -13.0% |
| 3M | -7.0% | +4.6% | -11.6% | -9.3% |
| 6M | -20.5% | +44.9% | -65.4% | -31.6% |
| YTD | -37.0% | +64.8% | -101.9% | -48.0% |
| 1Y | -55.3% | +16.4% | -71.7% | -58.3% |
| 3Y | +173.0% | +85.1% | +88.0% | +95.1% |
| All | -16.3% | +43.5% | -59.8% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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