-48.4%
SOUN vs AVAV
+51.7%
-100.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -3.5% |
| 7D | -6.1% | 0.0% | -6.0% | -7.1% |
| 30D | -28.2% | -9.9% | -18.3% | -26.4% |
| 3M | -48.1% | -34.7% | -13.4% | -40.9% |
| 6M | -56.4% | -26.6% | -29.8% | -53.4% |
| YTD | -61.2% | -48.9% | -12.2% | -54.0% |
| 1Y | -73.1% | -63.0% | -10.1% | -64.5% |
| 3Y | +116.2% | +1.6% | +114.6% | +76.8% |
| All | -48.4% | +51.7% | -100.1% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling